+49.3%
GSK vs PHM
+52.3%
-3.0%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.5% | +0.8% | -2.1% |
| 7D | -4.2% | -2.5% | -1.7% | -3.7% |
| 30D | -7.5% | -9.7% | +2.1% | -5.8% |
| 3M | -3.3% | +2.2% | -5.5% | -3.7% |
| 6M | -9.3% | -5.7% | -3.6% | -8.6% |
| YTD | +1.6% | +2.8% | -1.2% | +0.9% |
| 1Y | +25.5% | -14.4% | +39.9% | +27.9% |
| 3Y | +49.3% | +52.2% | -3.0% | +43.1% |
| All | +49.3% | +52.3% | -3.0% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 3y: compounded portfolio wealth divided by compounded PHM 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…
3y analysis · Full analysis span regression · 6 months rolling