+143.5%
WBD vs GSK
+47.2%
+96.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.1% | +1.3% |
| 7D | -0.6% | -5.4% | +4.8% | +0.6% |
| 30D | +4.2% | -4.6% | +8.8% | +5.2% |
| 3M | +7.5% | -5.1% | +12.6% | +8.6% |
| 6M | +1.6% | -11.4% | +13.0% | +4.1% |
| YTD | -2.2% | +0.7% | -2.9% | -3.5% |
| 1Y | +124.9% | +23.0% | +101.9% | +108.7% |
| All | +143.5% | +47.2% | +96.4% | +112.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling