+76.7%
GSK vs BWA
+153.1%
-76.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | -5.4% | -0.1% | -5.3% | -5.4% |
| 30D | -4.6% | -5.5% | +0.9% | -4.0% |
| 3M | -5.1% | -7.6% | +2.5% | -4.3% |
| 6M | -11.4% | +25.0% | -36.4% | -14.5% |
| YTD | +0.7% | +47.0% | -46.2% | -5.3% |
| 1Y | +23.0% | +54.0% | -31.0% | +14.9% |
| 3Y | +48.0% | +70.7% | -22.7% | +34.6% |
| 5Y | +48.2% | +86.7% | -38.5% | +30.8% |
| All | +76.7% | +153.1% | -76.4% | +45.8% |
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