+51.0%
HPQ vs GSK
+47.2%
+3.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | 0.0% | +8.4% | +8.4% |
| 7D | +9.8% | -3.5% | +13.3% | +10.5% |
| 30D | +22.4% | -3.4% | +25.8% | +23.2% |
| 3M | +45.2% | -8.1% | +53.3% | +47.4% |
| 6M | +96.4% | -11.1% | +107.6% | +100.3% |
| YTD | +65.4% | +0.7% | +64.7% | +64.1% |
| 1Y | +31.6% | +20.1% | +11.4% | +25.6% |
| 3Y | +37.0% | +46.1% | -9.1% | +23.7% |
| All | +51.0% | +47.2% | +3.7% | +35.5% |
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