+192.4%
GSK vs WPM
+5,208.0%
-5,015.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.5% | -1.2% |
| 7D | -1.1% | +3.1% | -4.2% | -1.4% |
| 30D | +7.8% | -1.8% | +9.7% | +7.9% |
| 3M | +0.3% | +1.0% | -0.7% | -0.1% |
| 6M | +3.4% | -5.4% | +8.9% | +3.4% |
| YTD | +5.9% | +15.9% | -10.0% | +3.5% |
| 1Y | +8.2% | +30.8% | -22.6% | +4.6% |
| 3Y | +65.3% | +222.6% | -157.4% | +46.6% |
| 5Y | +43.3% | +227.4% | -184.1% | +26.0% |
| 10Y | +102.9% | +757.8% | -654.9% | +62.4% |
| All | +192.4% | +5,208.0% | -5,015.6% | +88.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling