+22,650.5%
PH vs GSK
+1,721.8%
+20,928.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.0% | +2.9% |
| 7D | +2.0% | +1.7% | +0.3% | +1.3% |
| 30D | -3.7% | +7.0% | -10.7% | -6.2% |
| 3M | -14.0% | -2.7% | -11.4% | -13.8% |
| 6M | +2.1% | +1.4% | +0.7% | +0.8% |
| YTD | +5.1% | +5.3% | -0.3% | +2.1% |
| 1Y | +10.9% | +10.6% | +0.3% | +6.0% |
| 3Y | +132.9% | +62.6% | +70.4% | +90.6% |
| 5Y | +200.1% | +41.7% | +158.4% | +153.8% |
| 10Y | +783.8% | +104.7% | +679.1% | +559.4% |
| All | +22,650.5% | +1,721.8% | +20,928.7% | +10,458.4% |
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