+49.8%
GSK vs NWSA
+40.1%
+9.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -3.6% | -3.1% | -0.5% | -3.1% |
| 30D | -5.9% | +4.3% | -10.2% | -6.5% |
| 3M | -4.3% | +9.2% | -13.5% | -5.6% |
| 6M | -10.8% | +21.6% | -32.4% | -13.4% |
| YTD | +1.8% | +14.2% | -12.4% | -0.4% |
| 1Y | +23.5% | +1.8% | +21.7% | +22.8% |
| 3Y | +49.5% | +44.4% | +5.1% | +38.9% |
| All | +49.8% | +40.1% | +9.7% | +34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling