+70.0%
GSK vs TW
+301.3%
-231.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | +1.1% | +3.9% | -2.8% | +0.4% |
| 30D | +6.3% | +19.9% | -13.6% | +2.9% |
| 3M | +1.8% | +25.9% | -24.1% | -2.5% |
| 6M | +1.7% | +21.1% | -19.5% | -2.2% |
| YTD | +6.5% | +23.9% | -17.4% | +1.5% |
| 1Y | +9.5% | +21.2% | -11.7% | +4.8% |
| 3Y | +65.3% | +44.8% | +20.5% | +50.7% |
| 5Y | +43.7% | +41.4% | +2.3% | +29.9% |
| All | +70.0% | +301.3% | -231.4% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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