+76.7%
GSK vs BWA
+156.8%
-80.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.4% | -0.2% |
| 7D | -3.5% | -1.3% | -2.2% | -3.4% |
| 30D | -3.4% | -2.9% | -0.5% | -3.1% |
| 3M | -8.1% | -10.7% | +2.6% | -6.9% |
| 6M | -11.1% | +26.5% | -37.6% | -14.3% |
| YTD | +0.7% | +49.1% | -48.4% | -5.4% |
| 1Y | +20.1% | +52.1% | -31.9% | +12.4% |
| 3Y | +46.1% | +72.6% | -26.4% | +32.8% |
| 5Y | +48.2% | +89.4% | -41.2% | +30.6% |
| All | +76.7% | +156.8% | -80.0% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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