+81.9%
GSK vs BBWI
-58.2%
+140.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.3% | +6.5% | +0.5% |
| 7D | -3.6% | -4.4% | +0.8% | -3.4% |
| 30D | -5.9% | -7.4% | +1.5% | -5.6% |
| 3M | -4.3% | -2.2% | -2.0% | -4.3% |
| 6M | -10.8% | -16.3% | +5.5% | -10.3% |
| YTD | +1.8% | -9.1% | +10.9% | +1.8% |
| 1Y | +23.5% | -34.5% | +58.0% | +25.2% |
| 3Y | +49.5% | -47.0% | +96.5% | +51.5% |
| 5Y | +49.7% | -68.8% | +118.5% | +54.3% |
| 10Y | +81.9% | -57.4% | +139.3% | +65.7% |
| All | +81.9% | -58.2% | +140.2% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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