+44.4%
GSK vs GWW
+218.6%
-174.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | +1.1% | +3.6% | -2.4% | +0.5% |
| 30D | +6.3% | +12.1% | -5.8% | +4.3% |
| 3M | +1.8% | +12.9% | -11.1% | -0.3% |
| 6M | +1.7% | +19.3% | -17.7% | -1.6% |
| YTD | +6.5% | +48.7% | -42.2% | -0.6% |
| 1Y | +9.5% | +60.5% | -51.0% | +1.0% |
| 3Y | +65.3% | +93.3% | -28.0% | +46.6% |
| All | +44.4% | +218.6% | -174.3% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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