+125.1%
PM vs GSK
+46.9%
+78.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +1.8% |
| 7D | -1.3% | -4.2% | +2.9% | -0.3% |
| 30D | -2.6% | -7.5% | +5.0% | -0.8% |
| 3M | +5.8% | -3.3% | +9.1% | +6.6% |
| 6M | +10.6% | -9.3% | +19.9% | +12.9% |
| YTD | +17.2% | +1.6% | +15.6% | +16.7% |
| 1Y | +17.6% | +25.5% | -7.9% | +11.5% |
| 3Y | +124.3% | +49.3% | +75.0% | +99.9% |
| 5Y | +125.1% | +46.7% | +78.4% | +100.0% |
| All | +125.1% | +46.9% | +78.2% | +100.0% |
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