+145.5%
GSK vs WU
-19.6%
+165.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -1.0% | -1.7% |
| 7D | -1.8% | -0.8% | -1.0% | -1.7% |
| 30D | -2.2% | -1.1% | -1.1% | -2.0% |
| 3M | -1.8% | -3.9% | +2.0% | -1.8% |
| 6M | -10.6% | -20.7% | +10.1% | -6.7% |
| YTD | +4.4% | -18.4% | +22.8% | +8.3% |
| 1Y | +30.4% | -8.1% | +38.5% | +30.8% |
| 3Y | +60.1% | -24.2% | +84.2% | +66.1% |
| 5Y | +46.8% | -50.4% | +97.2% | +65.8% |
| 10Y | +79.2% | -40.0% | +119.3% | +86.8% |
| All | +145.5% | -19.6% | +165.1% | +112.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling