+145.0%
WFC vs GSK
+80.1%
+64.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +0.4% | -3.5% | +3.9% | +1.6% |
| 30D | +1.5% | -3.4% | +5.0% | +2.6% |
| 3M | +10.2% | -8.1% | +18.3% | +13.0% |
| 6M | +18.8% | -11.1% | +29.9% | +23.0% |
| YTD | -1.5% | +0.7% | -2.3% | -2.7% |
| 1Y | +13.5% | +20.1% | -6.6% | +4.7% |
| 3Y | +135.0% | +46.1% | +88.8% | +92.3% |
| 5Y | +130.1% | +48.2% | +81.8% | +83.1% |
| All | +145.0% | +80.1% | +64.9% | +77.6% |
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