+48.2%
GSK vs WTW
+42.0%
+6.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | 0.0% |
| 7D | -3.5% | -5.7% | +2.2% | -2.4% |
| 30D | -3.4% | -7.3% | +3.8% | -2.1% |
| 3M | -8.1% | +21.5% | -29.6% | -11.6% |
| 6M | -11.1% | +9.6% | -20.8% | -13.1% |
| YTD | +0.7% | -3.3% | +4.0% | +0.9% |
| 1Y | +20.1% | -6.1% | +26.3% | +21.0% |
| 3Y | +46.1% | +61.8% | -15.7% | +30.0% |
| All | +48.2% | +42.0% | +6.2% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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