+4,542.6%
GLW vs GSK
+1,705.8%
+2,836.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.9% | +7.6% | +6.3% |
| 7D | +3.8% | -1.8% | +5.6% | +4.4% |
| 30D | -1.3% | -2.2% | +0.8% | -0.9% |
| 3M | -21.8% | -1.8% | -20.0% | -22.2% |
| 6M | +6.9% | -10.6% | +17.5% | +10.0% |
| YTD | +77.2% | +4.4% | +72.7% | +72.5% |
| 1Y | +123.2% | +30.4% | +92.8% | +100.9% |
| 3Y | +400.0% | +60.1% | +339.9% | +309.6% |
| 5Y | +342.8% | +46.8% | +296.0% | +268.7% |
| 10Y | +771.4% | +79.2% | +692.2% | +573.0% |
| All | +4,542.6% | +1,705.8% | +2,836.7% | +1,710.7% |
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 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