+43.3%
GSK vs BBWI
-67.2%
+110.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.6% | -1.2% |
| 7D | -1.1% | -7.7% | +6.7% | -0.7% |
| 30D | +7.8% | +24.8% | -16.9% | +6.8% |
| 3M | +0.3% | +16.2% | -15.9% | -0.4% |
| 6M | +3.4% | +15.8% | -12.4% | +2.6% |
| YTD | +5.9% | +11.4% | -5.5% | +5.0% |
| 1Y | +8.2% | +3.2% | +5.0% | +7.5% |
| 3Y | +65.3% | -23.5% | +88.8% | +64.3% |
| 5Y | +43.3% | -67.4% | +110.7% | +45.0% |
| All | +43.3% | -67.2% | +110.5% | +45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling