+13.1%
HPQ vs GSK
+44.4%
-31.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.1% | +1.6% |
| 7D | +3.2% | +1.1% | +2.0% | +2.9% |
| 30D | -3.6% | +6.3% | -10.0% | -4.7% |
| 3M | -5.3% | +1.8% | -7.1% | -5.6% |
| 6M | +41.1% | +1.7% | +39.5% | +40.6% |
| YTD | +36.9% | +6.5% | +30.3% | +34.3% |
| 1Y | +23.5% | +9.5% | +14.0% | +20.5% |
| 3Y | +19.6% | +65.3% | -45.7% | +5.3% |
| All | +13.1% | +44.4% | -31.4% | +1.0% |
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