+371.1%
GH vs GSK
+81.6%
+289.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.6% | -2.2% |
| 7D | +0.6% | +1.1% | -0.6% | +0.2% |
| 30D | -6.9% | +6.3% | -13.3% | -8.8% |
| 3M | -4.9% | +1.8% | -6.7% | -5.7% |
| 6M | +54.1% | +1.7% | +52.4% | +52.3% |
| YTD | +48.5% | +6.5% | +42.0% | +43.5% |
| 1Y | +61.2% | +9.5% | +51.7% | +54.2% |
| 3Y | +570.3% | +65.3% | +505.0% | +442.2% |
| 5Y | +46.1% | +43.7% | +2.4% | +23.8% |
| All | +371.1% | +81.6% | +289.6% | +280.6% |
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