+88.5%
WDC vs GSK
+9.8%
+78.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.5% | -5.5% | -4.8% |
| 7D | +12.1% | +1.1% | +10.9% | +12.5% |
| 30D | -18.8% | +6.3% | -25.1% | -16.6% |
| 3M | -39.3% | +1.8% | -41.1% | -38.3% |
| 6M | -40.1% | +1.7% | -41.8% | -39.8% |
| YTD | +71.8% | +6.5% | +65.3% | +69.5% |
| 1Y | +88.5% | +9.5% | +79.0% | +84.3% |
| All | +88.5% | +9.8% | +78.7% | +84.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling