+188.3%
GSK vs WPM
+5,967.5%
-5,779.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.9% | -1.8% |
| 7D | -1.8% | +1.1% | -2.9% | -1.9% |
| 30D | -2.2% | +26.4% | -28.5% | -4.2% |
| 3M | -1.8% | +20.8% | -22.6% | -3.7% |
| 6M | -10.6% | +1.1% | -11.7% | -11.1% |
| YTD | +4.4% | +32.5% | -28.0% | +1.1% |
| 1Y | +30.4% | +51.5% | -21.1% | +24.5% |
| 3Y | +60.1% | +267.0% | -207.0% | +40.6% |
| 5Y | +46.8% | +250.1% | -203.3% | +28.5% |
| 10Y | +79.2% | +540.4% | -461.1% | +46.4% |
| All | +188.3% | +5,967.5% | -5,779.2% | +84.3% |
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