+243.8%
HPQ vs GSK
+80.1%
+163.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | 0.0% | +8.4% | +8.4% |
| 7D | +9.8% | -3.5% | +13.3% | +11.1% |
| 30D | +22.4% | -3.4% | +25.8% | +23.8% |
| 3M | +45.2% | -8.1% | +53.3% | +49.3% |
| 6M | +96.4% | -11.1% | +107.6% | +103.5% |
| YTD | +65.4% | +0.7% | +64.7% | +63.0% |
| 1Y | +31.6% | +20.1% | +11.4% | +20.9% |
| 3Y | +37.0% | +46.1% | -9.1% | +13.3% |
| 5Y | +53.0% | +48.2% | +4.8% | +21.9% |
| All | +243.8% | +80.1% | +163.8% | +156.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling