+20.1%
GSK vs TW
-14.2%
+34.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -3.5% | -4.5% | +1.0% | -3.5% |
| 30D | -3.4% | -2.3% | -1.2% | -3.4% |
| 3M | -8.1% | +2.6% | -10.7% | -7.9% |
| 6M | -11.1% | -17.5% | +6.4% | -10.9% |
| YTD | +0.7% | -5.3% | +6.1% | -0.8% |
| 1Y | +20.1% | -14.8% | +34.9% | +16.1% |
| All | +20.1% | -14.2% | +34.4% | +16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling