+1,657.0%
GSK vs WY
+676.8%
+980.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.4% |
| 7D | -4.2% | -2.1% | -2.1% | -3.7% |
| 30D | -7.5% | -10.5% | +3.0% | -5.2% |
| 3M | -3.3% | -4.9% | +1.6% | -2.4% |
| 6M | -9.3% | -4.9% | -4.4% | -8.5% |
| YTD | +1.6% | -1.7% | +3.3% | +1.6% |
| 1Y | +25.5% | -9.4% | +34.9% | +27.6% |
| 3Y | +49.3% | -22.3% | +71.6% | +55.4% |
| 5Y | +46.7% | -20.5% | +67.2% | +49.4% |
| 10Y | +76.8% | +4.9% | +71.9% | +59.0% |
| All | +1,657.0% | +676.8% | +980.2% | +691.3% |
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