+128.9%
WFC vs GSK
+48.4%
+80.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -2.1% |
| 7D | +1.1% | -4.2% | +5.2% | +1.3% |
| 30D | +0.8% | -7.5% | +8.3% | +1.2% |
| 3M | +9.3% | -3.3% | +12.6% | +9.4% |
| 6M | +10.6% | -9.3% | +20.0% | +11.1% |
| YTD | -4.1% | +1.6% | -5.7% | -3.8% |
| 1Y | +13.6% | +25.5% | -11.9% | +14.0% |
| All | +128.9% | +48.4% | +80.4% | +126.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling