+49.7%
GSK vs THC
+258.2%
-208.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.9% | -3.7% | -0.2% |
| 7D | -3.6% | +4.1% | -7.7% | -4.0% |
| 30D | -5.9% | +3.5% | -9.4% | -6.3% |
| 3M | -4.3% | +61.7% | -66.0% | -9.3% |
| 6M | -10.8% | +11.8% | -22.6% | -12.3% |
| YTD | +1.8% | +35.4% | -33.6% | -2.1% |
| 1Y | +23.5% | +37.0% | -13.5% | +18.3% |
| 3Y | +49.5% | +260.1% | -210.5% | +28.6% |
| 5Y | +49.7% | +262.6% | -212.9% | +26.6% |
| All | +49.7% | +258.2% | -208.6% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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