+65.3%
GSK vs WPM
+214.5%
-149.2%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | +1.1% | -3.6% | +4.7% | +1.4% |
| 30D | +6.3% | +1.4% | +4.9% | +6.0% |
| 3M | +1.8% | -0.2% | +2.0% | +1.4% |
| 6M | +1.7% | -7.3% | +9.0% | +1.6% |
| YTD | +6.5% | +12.3% | -5.8% | +4.3% |
| 1Y | +9.5% | +24.9% | -15.4% | +6.2% |
| 3Y | +65.3% | +210.4% | -145.1% | +51.8% |
| All | +65.3% | +214.5% | -149.2% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 3y: compounded portfolio wealth divided by compounded WPM 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…
3y analysis · Full analysis span regression · 6 months rolling