+19.3%
PH vs GSK
+14.9%
+4.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +5.0% | -8.7% | -4.5% |
| 7D | -0.2% | +4.9% | -5.1% | -1.0% |
| 30D | -6.7% | +9.9% | -16.6% | -8.9% |
| 3M | -8.1% | +0.2% | -8.3% | -7.9% |
| 6M | +5.3% | +2.3% | +3.0% | +4.3% |
| YTD | +4.2% | +7.1% | -2.9% | +0.8% |
| 1Y | +19.3% | +13.1% | +6.2% | +11.8% |
| All | +19.3% | +14.9% | +4.4% | +11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling