+7.7%
GEHC vs GSK
+54.5%
-46.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.1% |
| 7D | -7.9% | -5.4% | -2.5% | -6.1% |
| 30D | -11.7% | -4.6% | -7.1% | -10.3% |
| 3M | +0.8% | -5.1% | +5.9% | +2.5% |
| 6M | -11.6% | -11.4% | -0.2% | -8.0% |
| YTD | -21.6% | +0.7% | -22.3% | -20.9% |
| 1Y | -15.3% | +23.0% | -38.3% | -18.8% |
| 3Y | -0.5% | +48.0% | -48.5% | -8.5% |
| All | +7.7% | +54.5% | -46.8% | -0.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling