+1,705.8%
GSK vs GWW
+14,492.5%
-12,786.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.1% |
| 7D | -1.8% | +1.4% | -3.2% | -2.2% |
| 30D | -2.2% | +3.3% | -5.4% | -3.0% |
| 3M | -1.8% | +2.9% | -4.7% | -2.7% |
| 6M | -10.6% | +15.8% | -26.4% | -13.9% |
| YTD | +4.4% | +32.0% | -27.6% | -2.7% |
| 1Y | +30.4% | +29.9% | +0.5% | +21.8% |
| 3Y | +60.1% | +91.1% | -31.0% | +34.6% |
| 5Y | +46.8% | +223.9% | -177.1% | +6.4% |
| 10Y | +79.2% | +567.0% | -487.8% | +2.9% |
| All | +1,705.8% | +14,492.5% | -12,786.7% | +269.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling