+2,903.2%
HPQ vs GSK
+1,705.8%
+1,197.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.2% | +2.8% |
| 7D | +6.9% | -1.8% | +8.8% | +7.6% |
| 30D | +14.4% | -2.2% | +16.6% | +15.3% |
| 3M | +25.6% | -1.8% | +27.4% | +26.2% |
| 6M | +75.0% | -10.6% | +85.7% | +80.6% |
| YTD | +50.7% | +4.4% | +46.3% | +47.3% |
| 1Y | +18.7% | +30.4% | -11.8% | +7.3% |
| 3Y | +21.5% | +60.1% | -38.5% | +0.6% |
| 5Y | +31.6% | +46.8% | -15.2% | +10.5% |
| 10Y | +216.1% | +79.2% | +136.8% | +146.3% |
| All | +2,903.2% | +1,705.8% | +1,197.4% | +1,084.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling