+49.7%
GSK vs HIG
+117.6%
-67.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | -3.6% | -0.5% | -3.1% | -3.4% |
| 30D | -5.9% | -2.8% | -3.1% | -5.1% |
| 3M | -4.3% | +6.3% | -10.6% | -6.2% |
| 6M | -10.8% | -0.1% | -10.7% | -10.9% |
| YTD | +1.8% | +0.4% | +1.4% | +1.5% |
| 1Y | +23.5% | +6.2% | +17.2% | +21.0% |
| 3Y | +49.5% | +101.6% | -52.1% | +20.4% |
| 5Y | +49.7% | +119.8% | -70.2% | +16.7% |
| All | +49.7% | +117.6% | -67.9% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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