+821.1%
PM vs GSK
+219.4%
+601.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.8% | -3.4% |
| 7D | -7.3% | +4.9% | -12.2% | -9.1% |
| 30D | -4.0% | +10.8% | -14.8% | -8.2% |
| 3M | +2.7% | -1.8% | +4.5% | +3.1% |
| 6M | +14.9% | +4.1% | +10.7% | +12.4% |
| YTD | +23.5% | +7.9% | +15.7% | +18.4% |
| 1Y | +30.4% | +14.4% | +15.9% | +21.8% |
| 3Y | +143.2% | +68.1% | +75.1% | +85.4% |
| 5Y | +159.5% | +47.7% | +111.8% | +105.9% |
| 10Y | +234.7% | +100.5% | +134.2% | +125.2% |
| All | +821.1% | +219.4% | +601.6% | +380.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling