-10.8%
GSK vs WTW
+4.3%
-15.1%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +0.6% |
| 7D | -3.6% | -7.1% | +3.5% | -2.8% |
| 30D | -5.9% | -8.5% | +2.6% | -5.0% |
| 3M | -4.3% | +20.6% | -24.8% | -5.3% |
| 6M | -10.8% | +7.2% | -18.0% | -12.4% |
| All | -10.8% | +4.3% | -15.1% | -12.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling