+66.6%
GSK vs TW
+221.1%
-154.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.1% |
| 7D | -1.8% | -2.3% | +0.5% | -1.4% |
| 30D | -2.2% | +3.9% | -6.1% | -2.9% |
| 3M | -1.8% | +5.7% | -7.5% | -3.1% |
| 6M | -10.6% | -14.5% | +3.9% | -8.4% |
| YTD | +4.4% | -0.9% | +5.3% | +3.7% |
| 1Y | +30.4% | -13.5% | +43.9% | +32.9% |
| 3Y | +60.1% | +25.0% | +35.1% | +49.5% |
| 5Y | +46.8% | +22.7% | +24.1% | +35.4% |
| All | +66.6% | +221.1% | -154.5% | +26.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling