+276.2%
HPE vs GSK
+43.1%
+233.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.4% | -3.7% |
| 7D | +7.9% | +0.2% | +7.6% | +7.9% |
| 30D | -23.5% | +5.4% | -28.9% | -23.6% |
| 3M | -19.1% | +0.9% | -20.0% | -19.0% |
| 6M | +51.4% | +0.7% | +50.7% | +50.9% |
| YTD | +103.4% | +5.6% | +97.8% | +101.3% |
| 1Y | +114.4% | +8.5% | +105.9% | +111.3% |
| 3Y | +224.7% | +63.8% | +160.8% | +190.3% |
| All | +276.2% | +43.1% | +233.1% | +237.2% |
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