+2.9%
SHW vs GSK
+9.8%
-6.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | +0.7% | +0.5% | +0.2% | +0.5% |
| 30D | +8.4% | +9.4% | -1.0% | +4.3% |
| 3M | -2.2% | +1.6% | -3.8% | -3.0% |
| 6M | +13.3% | +1.3% | +12.0% | +12.6% |
| YTD | +9.2% | +6.0% | +3.2% | +7.2% |
| 1Y | +2.9% | +9.1% | -6.2% | -0.2% |
| All | +2.9% | +9.8% | -6.9% | -0.2% |
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 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