+7.9%
HD vs GSK
+0.3%
+7.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.7% | -1.8% |
| 7D | +4.3% | +1.7% | +2.7% | +3.5% |
| 30D | +20.2% | +7.0% | +13.2% | +17.0% |
| 3M | -1.0% | -2.7% | +1.6% | -0.1% |
| 6M | +7.9% | +1.4% | +6.5% | +6.9% |
| All | +7.9% | +0.3% | +7.6% | +6.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling