+21,748.4%
SHW vs GSK
+1,754.3%
+19,994.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.3% |
| 3M | -1.8% | -0.9% | -0.9% | -1.6% |
| 6M | +12.7% | +3.5% | +9.2% | +11.5% |
| YTD | +10.4% | +7.2% | +3.2% | +8.0% |
| 1Y | +4.7% | +12.0% | -7.3% | +1.1% |
| 3Y | +42.7% | +67.3% | -24.6% | +20.7% |
| 5Y | +14.5% | +45.3% | -30.7% | -0.4% |
| 10Y | +340.7% | +101.8% | +239.0% | +247.0% |
| All | +21,748.4% | +1,754.3% | +19,994.0% | +9,482.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling