+49.3%
GSK vs BWA
+72.9%
-23.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.8% | -2.5% |
| 7D | -4.2% | +4.3% | -8.5% | -4.6% |
| 30D | -7.5% | -2.9% | -4.6% | -7.3% |
| 3M | -3.3% | -12.4% | +9.1% | -2.1% |
| 6M | -9.3% | +28.6% | -37.9% | -12.1% |
| YTD | +1.6% | +48.2% | -46.6% | -3.4% |
| 1Y | +25.5% | +50.9% | -25.4% | +19.0% |
| 3Y | +49.3% | +72.2% | -22.9% | +39.6% |
| All | +49.3% | +72.9% | -23.6% | +39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling