+49.7%
GSK vs PHM
+152.6%
-102.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | -3.6% | -3.9% | +0.3% | -3.0% |
| 30D | -5.9% | -8.6% | +2.6% | -4.7% |
| 3M | -4.3% | -2.9% | -1.3% | -3.9% |
| 6M | -10.8% | -5.7% | -5.1% | -10.2% |
| YTD | +1.8% | +1.9% | -0.1% | +1.3% |
| 1Y | +23.5% | -12.3% | +35.8% | +25.1% |
| 3Y | +49.5% | +50.8% | -1.2% | +41.5% |
| 5Y | +49.7% | +157.3% | -107.6% | +30.2% |
| All | +49.7% | +152.6% | -102.9% | +30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling