+273.5%
SHW vs GSK
+80.0%
+193.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.6% |
| 7D | -4.5% | -5.4% | +0.9% | -2.5% |
| 30D | -12.7% | -4.6% | -8.1% | -11.2% |
| 3M | +4.7% | -5.1% | +9.8% | +6.6% |
| 6M | -3.4% | -11.4% | +8.0% | +0.8% |
| YTD | -1.3% | +0.7% | -2.1% | -1.9% |
| 1Y | -10.4% | +23.0% | -33.4% | -17.4% |
| 3Y | +20.1% | +48.0% | -27.9% | +0.7% |
| 5Y | +10.5% | +48.2% | -37.7% | -10.3% |
| All | +273.5% | +80.0% | +193.5% | +176.7% |
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