+3,093.2%
GLW vs GSK
+1,721.8%
+1,371.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | -13.9% | +1.7% | -15.6% | -14.5% |
| 30D | -35.0% | +7.0% | -42.0% | -36.7% |
| 3M | -32.4% | -2.7% | -29.7% | -32.4% |
| 6M | -41.3% | +1.4% | -42.8% | -42.8% |
| YTD | +21.8% | +5.3% | +16.5% | +17.4% |
| 1Y | +21.8% | +10.6% | +11.2% | +15.4% |
| 3Y | +307.7% | +62.6% | +245.1% | +230.2% |
| 5Y | +213.7% | +41.7% | +172.0% | +162.7% |
| 10Y | +509.3% | +104.7% | +404.5% | +347.2% |
| All | +3,093.2% | +1,721.8% | +1,371.5% | +1,132.2% |
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