+46.7%
GSK vs HDB
-37.8%
+84.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.0% | +0.3% | -2.2% |
| 7D | -4.2% | -2.0% | -2.1% | -3.9% |
| 30D | -7.5% | -4.9% | -2.7% | -6.8% |
| 3M | -3.3% | -2.3% | -1.0% | -3.0% |
| 6M | -9.3% | -23.7% | +14.4% | -5.8% |
| YTD | +1.6% | -38.5% | +40.1% | +8.5% |
| 1Y | +25.5% | -36.5% | +62.0% | +33.4% |
| 3Y | +49.3% | -28.5% | +77.7% | +56.1% |
| 5Y | +46.7% | -37.4% | +84.0% | +51.4% |
| All | +46.7% | -37.8% | +84.4% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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