-22.3%
HD vs GSK
+24.3%
-46.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -1.5% |
| 7D | -1.2% | -4.2% | +3.0% | 0.0% |
| 30D | -11.1% | -7.5% | -3.6% | -9.3% |
| 3M | +2.0% | -3.3% | +5.3% | +3.0% |
| 6M | -10.5% | -9.3% | -1.1% | -8.2% |
| YTD | -6.9% | +1.6% | -8.5% | -5.5% |
| All | -22.3% | +24.3% | -46.7% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 1y: compounded portfolio wealth divided by compounded GSK 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…
1y analysis · Full analysis span regression · 6 months rolling