+99.4%
WMT vs GSK
+48.7%
+50.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -0.2% | -3.6% | +3.3% | +0.2% |
| 30D | -5.8% | -5.9% | +0.1% | -5.1% |
| 3M | -10.8% | -4.3% | -6.5% | -10.2% |
| 6M | -14.3% | -10.8% | -3.5% | -13.3% |
| YTD | -4.4% | +1.8% | -6.2% | -4.2% |
| 1Y | +4.3% | +23.5% | -19.1% | +2.9% |
| All | +99.4% | +48.7% | +50.6% | +93.2% |
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 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