+867.9%
GLW vs GSK
+80.2%
+787.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +16.9% | -3.6% | +20.5% | +18.2% |
| 30D | +7.0% | -5.9% | +12.9% | +8.8% |
| 3M | -3.0% | -4.3% | +1.3% | -2.7% |
| 6M | +31.0% | -10.8% | +41.8% | +35.0% |
| YTD | +93.4% | +1.8% | +91.6% | +89.2% |
| 1Y | +134.7% | +23.5% | +111.3% | +112.3% |
| 3Y | +471.8% | +49.5% | +422.3% | +361.6% |
| 5Y | +394.5% | +49.7% | +344.8% | +286.8% |
| 10Y | +867.9% | +81.9% | +786.0% | +580.8% |
| All | +867.9% | +80.2% | +787.7% | +580.8% |
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