+1,304.7%
GSK vs BWA
+3,492.4%
-2,187.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.7% | -2.4% |
| 7D | -1.8% | +5.7% | -7.5% | -2.8% |
| 30D | -2.2% | +1.4% | -3.6% | -2.5% |
| 3M | -1.8% | -12.1% | +10.3% | 0.0% |
| 6M | -10.6% | +28.6% | -39.2% | -14.9% |
| YTD | +4.4% | +51.1% | -46.7% | -3.8% |
| 1Y | +30.4% | +55.9% | -25.5% | +19.4% |
| 3Y | +60.1% | +70.1% | -10.1% | +42.0% |
| 5Y | +46.8% | +90.7% | -43.9% | +25.4% |
| 10Y | +79.2% | +154.0% | -74.8% | +38.1% |
| All | +1,304.7% | +3,492.4% | -2,187.6% | +607.2% |
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