+46.7%
GSK vs BWA
+88.6%
-41.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.8% | -2.5% |
| 7D | -4.2% | +4.3% | -8.5% | -4.7% |
| 30D | -7.5% | -2.9% | -4.6% | -7.3% |
| 3M | -3.3% | -12.4% | +9.1% | -1.9% |
| 6M | -9.3% | +28.6% | -37.9% | -12.6% |
| YTD | +1.6% | +48.2% | -46.6% | -4.4% |
| 1Y | +25.5% | +50.9% | -25.4% | +17.7% |
| 3Y | +49.3% | +72.2% | -22.9% | +36.3% |
| 5Y | +46.7% | +91.1% | -44.4% | +28.0% |
| All | +46.7% | +88.6% | -41.9% | +28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling