+89.0%
WDC vs GSK
+9.7%
+79.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.2% | +9.6% | +7.9% |
| 7D | -3.2% | -1.1% | -2.2% | -3.8% |
| 30D | -19.0% | +7.8% | -26.9% | -16.4% |
| 3M | -28.4% | +0.3% | -28.7% | -27.5% |
| 6M | -39.2% | +3.4% | -42.7% | -39.4% |
| YTD | +82.1% | +5.9% | +76.2% | +78.8% |
| All | +89.0% | +9.7% | +79.3% | +84.2% |
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