+1,188.5%
WDC vs GSK
+80.1%
+1,108.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -4.3% | -3.5% | -0.8% | -3.2% |
| 30D | -1.5% | -3.4% | +2.0% | -0.6% |
| 3M | -15.5% | -8.1% | -7.4% | -14.2% |
| 6M | +66.5% | -11.1% | +77.6% | +70.7% |
| YTD | +159.9% | +0.7% | +159.1% | +152.9% |
| 1Y | +366.0% | +20.1% | +345.8% | +322.1% |
| 3Y | +1,285.8% | +46.1% | +1,239.7% | +1,005.1% |
| 5Y | +925.6% | +48.2% | +877.3% | +687.0% |
| All | +1,188.5% | +80.1% | +1,108.5% | +826.6% |
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