+253.8%
PH vs GSK
+46.9%
+206.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.1% |
| 7D | +0.4% | -4.2% | +4.6% | +1.3% |
| 30D | -10.8% | -7.5% | -3.3% | -9.4% |
| 3M | +8.5% | -3.3% | +11.7% | +9.0% |
| 6M | +3.9% | -9.3% | +13.3% | +5.9% |
| YTD | +9.4% | +1.6% | +7.8% | +8.9% |
| 1Y | +26.8% | +25.5% | +1.3% | +21.1% |
| 3Y | +140.8% | +49.3% | +91.5% | +118.5% |
| 5Y | +253.8% | +46.7% | +207.1% | +218.8% |
| All | +253.8% | +46.9% | +206.9% | +218.8% |
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 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