+12.0%
GEHC vs GSK
+55.9%
-43.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.7% | -0.3% | -2.1% |
| 7D | -5.2% | -4.2% | -1.0% | -3.8% |
| 30D | -7.0% | -7.5% | +0.6% | -4.6% |
| 3M | +3.3% | -3.3% | +6.6% | +4.4% |
| 6M | -10.0% | -9.3% | -0.7% | -7.0% |
| YTD | -18.5% | +1.6% | -20.1% | -18.0% |
| 1Y | -14.4% | +25.5% | -39.9% | -18.3% |
| 3Y | +3.4% | +49.3% | -45.8% | -5.1% |
| All | +12.0% | +55.9% | -43.9% | +2.8% |
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 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