+23,761.0%
PH vs GSK
+1,705.8%
+22,055.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.4% |
| 7D | -3.1% | -1.8% | -1.2% | -2.5% |
| 30D | -3.2% | -2.2% | -1.1% | -2.6% |
| 3M | +10.6% | -1.8% | +12.4% | +10.9% |
| 6M | -2.1% | -10.6% | +8.5% | +1.2% |
| YTD | +10.2% | +4.4% | +5.8% | +7.9% |
| 1Y | +28.2% | +30.4% | -2.2% | +16.1% |
| 3Y | +134.9% | +60.1% | +74.8% | +93.8% |
| 5Y | +253.6% | +46.8% | +206.8% | +196.5% |
| 10Y | +804.7% | +79.2% | +725.5% | +607.7% |
| All | +23,761.0% | +1,705.8% | +22,055.2% | +11,061.3% |
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 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