+1,742.6%
GSK vs WY
+612.4%
+1,130.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.1% |
| 7D | +1.1% | -0.8% | +2.0% | +1.3% |
| 30D | +6.3% | +10.1% | -3.8% | +4.0% |
| 3M | +1.8% | -15.4% | +17.2% | +5.5% |
| 6M | +1.7% | -8.3% | +10.0% | +3.3% |
| YTD | +6.5% | -9.8% | +16.4% | +8.5% |
| 1Y | +9.5% | -3.9% | +13.4% | +9.8% |
| 3Y | +65.3% | -23.3% | +88.6% | +72.5% |
| 5Y | +43.7% | -31.2% | +74.9% | +51.3% |
| 10Y | +104.1% | +5.5% | +98.6% | +83.1% |
| All | +1,742.6% | +612.4% | +1,130.1% | +744.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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