+1,705.8%
GSK vs PHM
+11,456.8%
-9,750.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | -1.8% | -3.2% | +1.4% | -1.4% |
| 30D | -2.2% | -6.4% | +4.3% | -1.3% |
| 3M | -1.8% | +5.5% | -7.3% | -2.7% |
| 6M | -10.6% | -5.4% | -5.2% | -10.1% |
| YTD | +4.4% | +6.6% | -2.2% | +3.2% |
| 1Y | +30.4% | -8.8% | +39.3% | +31.5% |
| 3Y | +60.1% | +54.1% | +6.0% | +48.3% |
| 5Y | +46.8% | +144.5% | -97.7% | +25.4% |
| 10Y | +79.2% | +569.4% | -490.2% | +28.3% |
| All | +1,705.8% | +11,456.8% | -9,750.9% | +584.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling