+76.7%
GSK vs GWRE
+131.0%
-54.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | -3.5% | -13.2% | +9.7% | -2.2% |
| 30D | -3.4% | -18.6% | +15.1% | -1.8% |
| 3M | -8.1% | +18.9% | -27.0% | -10.2% |
| 6M | -11.1% | -11.0% | -0.2% | -11.2% |
| YTD | +0.7% | -29.9% | +30.6% | +3.4% |
| 1Y | +20.1% | -44.3% | +64.5% | +26.9% |
| 3Y | +46.1% | +51.7% | -5.6% | +30.6% |
| 5Y | +48.2% | +15.4% | +32.8% | +37.3% |
| All | +76.7% | +131.0% | -54.2% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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