+42.7%
SHW vs GSK
+67.2%
-24.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | +4.2% | +5.2% | -1.0% | +2.8% |
| 30D | +11.3% | +10.2% | +1.1% | +8.4% |
| 3M | -1.8% | -0.9% | -0.9% | -1.7% |
| 6M | +12.7% | +3.5% | +9.2% | +11.7% |
| YTD | +10.4% | +7.2% | +3.2% | +8.9% |
| 1Y | +4.7% | +12.0% | -7.3% | +2.3% |
| 3Y | +42.7% | +67.3% | -24.6% | +35.2% |
| All | +42.7% | +67.2% | -24.5% | +35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling