+176.8%
GSK vs HDB
+3,812.1%
-3,635.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | -1.8% | +0.4% | -2.3% | -1.9% |
| 30D | -2.2% | -2.8% | +0.6% | -1.7% |
| 3M | -1.8% | -3.5% | +1.7% | -1.3% |
| 6M | -10.6% | -24.7% | +14.1% | -6.3% |
| YTD | +4.4% | -36.6% | +41.0% | +12.8% |
| 1Y | +30.4% | -34.4% | +64.8% | +39.9% |
| 3Y | +60.1% | -24.4% | +84.5% | +65.6% |
| 5Y | +46.8% | -35.4% | +82.1% | +54.2% |
| 10Y | +79.2% | +39.5% | +39.7% | +58.9% |
| All | +176.8% | +3,812.1% | -3,635.3% | +70.2% |
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