+18.3%
HYG vs GSK
+47.2%
-28.9%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.7% | -3.5% | +2.8% | -0.4% |
| 30D | -0.7% | -3.4% | +2.7% | -0.5% |
| 3M | -0.2% | -8.1% | +7.9% | +0.4% |
| 6M | +1.4% | -11.1% | +12.6% | +2.2% |
| YTD | +1.5% | +0.7% | +0.7% | +1.2% |
| 1Y | +2.9% | +20.1% | -17.2% | +1.0% |
| 3Y | +25.6% | +46.1% | -20.5% | +20.0% |
| All | +18.3% | +47.2% | -28.9% | +11.2% |
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