+49.7%
GSK vs TW
+20.0%
+29.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -3.6% | -0.5% | -3.1% | -3.5% |
| 30D | -5.9% | -0.6% | -5.3% | -5.9% |
| 3M | -4.3% | +3.4% | -7.7% | -4.8% |
| 6M | -10.8% | -18.4% | +7.7% | -8.5% |
| YTD | +1.8% | -3.9% | +5.7% | +1.6% |
| 1Y | +23.5% | -13.3% | +36.8% | +25.2% |
| 3Y | +49.5% | +20.8% | +28.7% | +43.6% |
| 5Y | +49.7% | +20.3% | +29.4% | +36.8% |
| All | +49.7% | +20.0% | +29.6% | +36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling