+76.7%
GSK vs NWSA
+149.4%
-72.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -3.5% | -2.8% | -0.7% | -3.0% |
| 30D | -3.4% | +3.0% | -6.5% | -4.0% |
| 3M | -8.1% | +12.3% | -20.4% | -10.2% |
| 6M | -11.1% | +21.9% | -33.0% | -14.5% |
| YTD | +0.7% | +13.6% | -12.8% | -2.0% |
| 1Y | +20.1% | +0.5% | +19.7% | +19.3% |
| 3Y | +46.1% | +43.8% | +2.4% | +33.9% |
| 5Y | +48.2% | +41.2% | +7.1% | +33.6% |
| All | +76.7% | +149.4% | -72.6% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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