+387.8%
GH vs GSK
+48.7%
+339.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -0.2% | -3.6% | +3.4% | +0.5% |
| 30D | -2.6% | -5.9% | +3.3% | -1.6% |
| 3M | +25.1% | -4.3% | +29.4% | +25.7% |
| 6M | +78.5% | -10.8% | +89.3% | +81.7% |
| YTD | +59.4% | +1.8% | +57.6% | +56.9% |
| 1Y | +173.9% | +23.5% | +150.4% | +158.5% |
| All | +387.8% | +48.7% | +339.1% | +298.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling