+31,139.8%
HD vs GSK
+1,705.8%
+29,434.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.9% | +1.6% |
| 7D | -2.1% | -1.8% | -0.2% | -1.4% |
| 30D | -8.4% | -2.2% | -6.2% | -7.7% |
| 3M | +4.3% | -1.8% | +6.2% | +4.8% |
| 6M | -11.1% | -10.6% | -0.5% | -7.7% |
| YTD | -4.7% | +4.4% | -9.1% | -6.6% |
| 1Y | -19.8% | +30.4% | -50.2% | -27.8% |
| 3Y | +4.1% | +60.1% | -56.0% | -14.7% |
| 5Y | +10.3% | +46.8% | -36.5% | -8.4% |
| 10Y | +203.2% | +79.2% | +123.9% | +132.1% |
| All | +31,139.8% | +1,705.8% | +29,434.0% | +8,927.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling