+15.5%
GEHC vs GSK
+60.2%
-44.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.6% |
| 7D | -4.0% | -1.8% | -2.2% | -3.4% |
| 30D | -2.0% | -2.2% | +0.2% | -1.3% |
| 3M | +8.0% | -1.8% | +9.8% | +8.5% |
| 6M | -12.8% | -10.6% | -2.2% | -9.7% |
| YTD | -15.9% | +4.4% | -20.3% | -16.2% |
| 1Y | -6.9% | +30.4% | -37.3% | -12.3% |
| 3Y | 0.0% | +60.1% | -60.1% | -9.2% |
| All | +15.5% | +60.2% | -44.8% | +5.0% |
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 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