+362.8%
HPE vs GSK
+47.3%
+315.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.2% | +4.9% | +5.1% |
| 7D | +13.6% | -3.6% | +17.2% | +13.9% |
| 30D | +7.7% | -5.9% | +13.6% | +8.2% |
| 3M | +22.4% | -4.3% | +26.6% | +22.5% |
| 6M | +172.6% | -10.8% | +183.4% | +175.1% |
| YTD | +147.5% | +1.8% | +145.7% | +145.1% |
| 1Y | +151.8% | +23.5% | +128.3% | +142.5% |
| 3Y | +267.1% | +49.5% | +217.5% | +233.4% |
| 5Y | +362.8% | +49.7% | +313.1% | +313.0% |
| All | +362.8% | +47.3% | +315.5% | +313.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling