+1,342.5%
GSK vs BWA
+2,583.4%
-1,240.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.3% |
| 7D | +5.2% | -2.4% | +7.6% | +5.6% |
| 30D | +10.2% | -17.7% | +27.9% | +13.6% |
| 3M | -0.9% | -27.0% | +26.1% | +4.0% |
| 6M | +3.5% | -17.3% | +20.8% | +5.9% |
| YTD | +7.2% | +12.9% | -5.6% | +3.4% |
| 1Y | +12.0% | +12.9% | -0.9% | +7.9% |
| 3Y | +67.3% | +62.1% | +5.2% | +49.3% |
| 5Y | +45.3% | +30.7% | +14.5% | +32.0% |
| 10Y | +101.8% | +89.2% | +12.6% | +63.0% |
| All | +1,342.5% | +2,583.4% | -1,240.9% | +660.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling