+159.5%
PM vs GSK
+47.2%
+112.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.8% | -3.0% |
| 7D | -7.3% | +4.9% | -12.2% | -8.3% |
| 30D | -4.0% | +10.8% | -14.8% | -6.3% |
| 3M | +2.7% | -1.8% | +4.5% | +3.0% |
| 6M | +14.9% | +4.1% | +10.7% | +13.6% |
| YTD | +23.5% | +7.9% | +15.7% | +21.2% |
| 1Y | +30.4% | +14.4% | +15.9% | +26.2% |
| 3Y | +143.2% | +68.1% | +75.1% | +110.2% |
| 5Y | +159.5% | +47.7% | +111.8% | +123.5% |
| All | +159.5% | +47.2% | +112.3% | +123.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling