+1,705.8%
GSK vs BBWI
+1,034.6%
+671.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.8% | -2.3% |
| 7D | -1.8% | +1.5% | -3.3% | -2.0% |
| 30D | -2.2% | -5.2% | +3.0% | -1.7% |
| 3M | -1.8% | +11.1% | -12.9% | -3.6% |
| 6M | -10.6% | -13.4% | +2.8% | -9.8% |
| YTD | +4.4% | +0.1% | +4.3% | +3.1% |
| 1Y | +30.4% | -36.1% | +66.5% | +35.2% |
| 3Y | +60.1% | -44.1% | +104.2% | +63.6% |
| 5Y | +46.8% | -66.2% | +113.0% | +55.6% |
| 10Y | +79.2% | -54.8% | +134.0% | +62.9% |
| All | +1,705.8% | +1,034.6% | +671.2% | +611.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling