+542.4%
GLW vs GSK
+101.6%
+440.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.4% | +6.8% | +8.5% |
| 7D | -5.9% | +4.9% | -10.8% | -7.3% |
| 30D | -26.0% | +10.8% | -36.8% | -28.6% |
| 3M | -29.9% | -1.8% | -28.1% | -30.0% |
| 6M | -37.8% | +4.1% | -41.9% | -39.8% |
| YTD | +33.1% | +7.9% | +25.2% | +27.1% |
| 1Y | +36.8% | +14.4% | +22.4% | +27.6% |
| 3Y | +356.1% | +68.1% | +288.0% | +249.5% |
| 5Y | +243.8% | +47.7% | +196.1% | +174.1% |
| 10Y | +542.4% | +100.5% | +441.9% | +345.7% |
| All | +542.4% | +101.6% | +440.8% | +345.7% |
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