+48.2%
GSK vs PPG
-24.1%
+72.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -3.5% | -6.2% | +2.7% | -2.1% |
| 30D | -3.4% | -7.9% | +4.5% | -1.6% |
| 3M | -8.1% | -10.2% | +2.1% | -6.0% |
| 6M | -11.1% | +2.7% | -13.8% | -12.0% |
| YTD | +0.7% | +4.9% | -4.1% | -0.8% |
| 1Y | +20.1% | -3.2% | +23.3% | +20.2% |
| 3Y | +46.1% | -17.0% | +63.1% | +49.6% |
| All | +48.2% | -24.1% | +72.3% | +49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling