+186.0%
GSK vs HDB
+4,256.0%
-4,070.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.7% | -0.3% | +1.9% |
| 7D | +4.9% | +13.7% | -8.8% | +2.5% |
| 30D | +10.8% | +15.8% | -5.0% | +7.9% |
| 3M | -1.8% | +9.2% | -11.0% | -3.5% |
| 6M | +4.1% | +3.2% | +1.0% | +3.2% |
| YTD | +7.9% | -29.4% | +37.2% | +14.1% |
| 1Y | +14.4% | -27.9% | +42.4% | +20.6% |
| 3Y | +68.1% | -5.9% | +74.0% | +67.1% |
| 5Y | +47.7% | -23.5% | +71.2% | +50.3% |
| 10Y | +100.5% | +61.3% | +39.1% | +73.0% |
| All | +186.0% | +4,256.0% | -4,070.0% | +72.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling