+3,388.7%
GLW vs GSK
+1,765.6%
+1,623.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.4% | +6.8% | +8.5% |
| 7D | -5.9% | +4.9% | -10.8% | -7.4% |
| 30D | -26.0% | +10.8% | -36.8% | -28.7% |
| 3M | -29.9% | -1.8% | -28.1% | -30.1% |
| 6M | -37.8% | +4.1% | -41.9% | -39.8% |
| YTD | +33.1% | +7.9% | +25.2% | +27.3% |
| 1Y | +36.8% | +14.4% | +22.4% | +28.2% |
| 3Y | +356.1% | +68.1% | +288.0% | +265.6% |
| 5Y | +243.8% | +47.7% | +196.1% | +184.1% |
| 10Y | +542.4% | +100.5% | +441.9% | +375.1% |
| All | +3,388.7% | +1,765.6% | +1,623.1% | +1,236.6% |
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