+3,899.5%
PG vs GSK
+1,660.2%
+2,239.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -3.4% | -3.6% | +0.2% | -2.4% |
| 30D | -2.6% | -5.9% | +3.3% | -1.0% |
| 3M | -3.3% | -4.3% | +0.9% | -2.4% |
| 6M | -6.7% | -10.8% | +4.1% | -4.0% |
| YTD | +1.7% | +1.8% | 0.0% | +0.8% |
| 1Y | -7.9% | +23.5% | -31.4% | -13.8% |
| 3Y | +0.9% | +49.5% | -48.6% | -11.6% |
| 5Y | +12.6% | +49.7% | -37.0% | -2.4% |
| 10Y | +117.2% | +81.9% | +35.3% | +76.4% |
| All | +3,899.5% | +1,660.2% | +2,239.2% | +1,325.1% |
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