+180.7%
GSK vs HDB
+4,291.4%
-4,110.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -1.1% | +6.9% | -8.0% | -2.3% |
| 30D | +7.8% | +15.2% | -7.4% | +5.1% |
| 3M | +0.3% | +11.7% | -11.4% | -1.8% |
| 6M | +3.4% | +7.5% | -4.1% | +1.7% |
| YTD | +5.9% | -28.8% | +34.7% | +11.9% |
| 1Y | +8.2% | -29.1% | +37.3% | +14.4% |
| 3Y | +65.3% | -7.0% | +72.3% | +64.7% |
| 5Y | +43.3% | -22.1% | +65.4% | +45.4% |
| 10Y | +102.9% | +64.9% | +38.0% | +74.4% |
| All | +180.7% | +4,291.4% | -4,110.7% | +68.8% |
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