+80.4%
GSK vs NWSA
+123.2%
-42.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.8% | -2.3% |
| 7D | -4.2% | -2.6% | -1.5% | -3.7% |
| 30D | -7.5% | +4.6% | -12.1% | -8.4% |
| 3M | -3.3% | +10.2% | -13.5% | -5.3% |
| 6M | -9.3% | +21.6% | -31.0% | -13.1% |
| YTD | +1.6% | +14.6% | -13.0% | -1.7% |
| 1Y | +25.5% | +0.4% | +25.1% | +24.5% |
| 3Y | +49.3% | +45.0% | +4.3% | +35.4% |
| 5Y | +46.7% | +41.3% | +5.4% | +31.0% |
| 10Y | +76.8% | +142.8% | -66.0% | +30.7% |
| All | +80.4% | +123.2% | -42.8% | +35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling