+980.3%
WDC vs GSK
+47.0%
+933.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.7% | +4.8% | +2.4% |
| 7D | +6.0% | -4.2% | +10.2% | +6.4% |
| 30D | +9.9% | -7.5% | +17.5% | +10.7% |
| 3M | -9.4% | -3.3% | -6.1% | -9.7% |
| 6M | +94.7% | -9.3% | +104.1% | +96.3% |
| YTD | +177.4% | +1.6% | +175.8% | +173.3% |
| 1Y | +412.6% | +25.5% | +387.1% | +386.1% |
| 3Y | +1,359.8% | +49.3% | +1,310.5% | +1,203.8% |
| All | +980.3% | +47.0% | +933.3% | +862.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling