+393.9%
GH vs GSK
+71.6%
+322.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.0% |
| 7D | -1.2% | -5.4% | +4.2% | +0.4% |
| 30D | -3.7% | -4.6% | +0.9% | -2.4% |
| 3M | +21.7% | -5.1% | +26.8% | +23.1% |
| 6M | +75.7% | -11.4% | +87.2% | +81.4% |
| YTD | +55.7% | +0.7% | +55.0% | +53.3% |
| 1Y | +181.1% | +23.0% | +158.1% | +158.6% |
| 3Y | +371.6% | +48.0% | +323.7% | +296.2% |
| 5Y | +23.2% | +48.2% | -25.0% | +2.6% |
| All | +393.9% | +71.6% | +322.3% | +306.5% |
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