+121.8%
GSK vs GWRE
+736.4%
-614.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.9% |
| 7D | -5.4% | -30.9% | +25.5% | -1.7% |
| 30D | -4.6% | -20.7% | +16.1% | -2.5% |
| 3M | -5.1% | +20.2% | -25.3% | -7.6% |
| 6M | -11.4% | -11.9% | +0.4% | -11.5% |
| YTD | +0.7% | -30.3% | +31.0% | +3.3% |
| 1Y | +23.0% | -44.6% | +67.7% | +29.8% |
| 3Y | +48.0% | +48.8% | -0.8% | +33.6% |
| 5Y | +48.2% | +14.8% | +33.4% | +37.0% |
| 10Y | +80.0% | +128.1% | -48.1% | +46.7% |
| All | +121.8% | +736.4% | -614.6% | +75.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling