+1,705.8%
GSK vs THC
+508.9%
+1,197.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.0% |
| 7D | -1.8% | -0.7% | -1.2% | -1.8% |
| 30D | -2.2% | +1.3% | -3.4% | -2.3% |
| 3M | -1.8% | +64.2% | -66.1% | -6.5% |
| 6M | -10.6% | +8.3% | -18.9% | -11.6% |
| YTD | +4.4% | +33.4% | -29.0% | +1.0% |
| 1Y | +30.4% | +37.7% | -7.3% | +25.6% |
| 3Y | +60.1% | +236.8% | -176.7% | +40.0% |
| 5Y | +46.8% | +249.3% | -202.5% | +25.1% |
| 10Y | +79.2% | +995.2% | -916.0% | +24.8% |
| All | +1,705.8% | +508.9% | +1,197.0% | +888.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling