+23,825.0%
PH vs GSK
+1,754.3%
+22,070.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | +2.1% | +5.2% | -3.1% | +0.3% |
| 30D | +0.3% | +10.2% | -9.9% | -3.2% |
| 3M | -8.8% | -0.9% | -7.9% | -9.1% |
| 6M | +10.0% | +3.5% | +6.6% | +7.9% |
| YTD | +10.5% | +7.2% | +3.3% | +6.7% |
| 1Y | +15.5% | +12.0% | +3.5% | +10.0% |
| 3Y | +136.4% | +67.3% | +69.0% | +91.5% |
| 5Y | +213.6% | +45.3% | +168.3% | +163.1% |
| 10Y | +713.9% | +101.8% | +612.1% | +510.0% |
| All | +23,825.0% | +1,754.3% | +22,070.6% | +10,940.5% |
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