-7.9%
SHW vs GSK
+31.2%
-39.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.4% | +1.1% |
| 7D | -3.2% | -1.8% | -1.4% | -2.7% |
| 30D | -9.5% | -2.2% | -7.3% | -8.9% |
| 3M | +11.5% | -1.8% | +13.3% | +12.1% |
| 6M | -3.5% | -10.6% | +7.1% | -1.4% |
| YTD | +3.7% | +4.4% | -0.7% | +4.9% |
| 1Y | -7.9% | +30.4% | -38.3% | -7.4% |
| All | -7.9% | +31.2% | -39.1% | -7.4% |
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 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