+210.1%
W vs GSK
+105.0%
+105.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.1% |
| 7D | +0.2% | +1.1% | -1.0% | -0.4% |
| 30D | +6.8% | +6.3% | +0.5% | +3.6% |
| 3M | +10.7% | +1.8% | +8.9% | +9.6% |
| 6M | +86.3% | +1.7% | +84.7% | +83.9% |
| YTD | +11.5% | +6.5% | +4.9% | +5.6% |
| 1Y | +5.1% | +9.5% | -4.4% | -2.1% |
| 3Y | +171.0% | +65.3% | +105.7% | +85.3% |
| 5Y | -56.6% | +43.7% | -100.4% | -68.3% |
| All | +210.1% | +105.0% | +105.2% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 10y: compounded portfolio wealth divided by compounded GSK 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…
10y analysis · Full analysis span regression · 6 months rolling