+24.4%
GH vs GSK
+47.3%
-22.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -0.2% | -3.6% | +3.4% | +0.7% |
| 30D | -2.6% | -5.9% | +3.3% | -1.2% |
| 3M | +25.1% | -4.3% | +29.4% | +26.0% |
| 6M | +78.5% | -10.8% | +89.3% | +82.9% |
| YTD | +59.4% | +1.8% | +57.6% | +56.6% |
| 1Y | +173.9% | +23.5% | +150.4% | +154.3% |
| 3Y | +382.7% | +49.5% | +333.2% | +310.1% |
| 5Y | +24.4% | +49.7% | -25.3% | -2.1% |
| All | +24.4% | +47.3% | -22.9% | -2.1% |
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