+1.6%
PG vs GSK
+47.2%
-45.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -0.8% | -3.5% | +2.7% | 0.0% |
| 30D | +0.8% | -3.4% | +4.3% | +1.5% |
| 3M | -1.3% | -8.1% | +6.8% | +0.3% |
| 6M | -3.8% | -11.1% | +7.3% | -1.6% |
| YTD | +3.6% | +0.7% | +2.9% | +3.5% |
| 1Y | -5.7% | +20.1% | -25.9% | -9.1% |
| 3Y | +1.6% | +46.1% | -44.5% | -7.3% |
| All | +1.6% | +47.2% | -45.6% | -7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling