+401.3%
GH vs GSK
+77.9%
+323.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.2% | +0.8% |
| 7D | -0.1% | -1.8% | +1.8% | +0.5% |
| 30D | -1.1% | -2.2% | +1.1% | -0.5% |
| 3M | +21.3% | -1.8% | +23.1% | +21.4% |
| 6M | +73.5% | -10.6% | +84.1% | +78.7% |
| YTD | +58.0% | +4.4% | +53.6% | +53.9% |
| 1Y | +163.1% | +30.4% | +132.6% | +137.6% |
| 3Y | +361.0% | +60.1% | +301.0% | +276.4% |
| 5Y | +22.5% | +46.8% | -24.3% | +2.8% |
| All | +401.3% | +77.9% | +323.3% | +308.2% |
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