+134.7%
GLW vs GSK
+24.6%
+110.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | +16.9% | -3.6% | +20.5% | +16.9% |
| 30D | +7.0% | -5.9% | +12.9% | +7.2% |
| 3M | -3.0% | -4.3% | +1.3% | -3.4% |
| 6M | +31.0% | -10.8% | +41.8% | +34.1% |
| YTD | +93.4% | +1.8% | +91.6% | +92.5% |
| 1Y | +134.7% | +23.5% | +111.3% | +126.0% |
| All | +134.7% | +24.6% | +110.2% | +126.0% |
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