+49.7%
GSK vs WU
-51.4%
+101.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.3% |
| 7D | -3.6% | -4.9% | +1.3% | -2.7% |
| 30D | -5.9% | -1.3% | -4.6% | -5.8% |
| 3M | -4.3% | -3.6% | -0.7% | -4.3% |
| 6M | -10.8% | -24.3% | +13.5% | -6.7% |
| YTD | +1.8% | -21.1% | +22.9% | +5.6% |
| 1Y | +23.5% | -10.3% | +33.8% | +24.6% |
| 3Y | +49.5% | -28.4% | +77.9% | +56.1% |
| 5Y | +49.7% | -51.2% | +100.9% | +60.1% |
| All | +49.7% | -51.4% | +101.1% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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