+46.1%
GSK vs PPG
-17.4%
+63.5%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -3.5% | -6.2% | +2.7% | -1.9% |
| 30D | -3.4% | -7.9% | +4.5% | -1.4% |
| 3M | -8.1% | -10.2% | +2.1% | -5.8% |
| 6M | -11.1% | +2.7% | -13.8% | -12.2% |
| YTD | +0.7% | +4.9% | -4.1% | -1.0% |
| 1Y | +20.1% | -3.2% | +23.3% | +20.3% |
| 3Y | +46.1% | -17.0% | +63.1% | +48.7% |
| All | +46.1% | -17.4% | +63.5% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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