+337.7%
SHW vs GSK
+105.0%
+232.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | +1.9% | +1.1% | +0.8% | +1.5% |
| 30D | +8.1% | +6.3% | +1.7% | +5.8% |
| 3M | -2.8% | +1.8% | -4.6% | -3.5% |
| 6M | +15.0% | +1.7% | +13.4% | +14.2% |
| YTD | +9.0% | +6.5% | +2.5% | +6.2% |
| 1Y | +4.5% | +9.5% | -5.0% | +0.8% |
| 3Y | +41.9% | +65.3% | -23.5% | +14.2% |
| 5Y | +10.7% | +43.7% | -33.0% | -7.7% |
| All | +337.7% | +105.0% | +232.7% | +209.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling