+131.4%
WMT vs GSK
+47.2%
+84.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | 0.0% |
| 7D | -2.5% | -5.4% | +2.9% | -1.8% |
| 30D | -6.4% | -4.6% | -1.8% | -5.8% |
| 3M | -12.1% | -5.1% | -7.0% | -11.5% |
| 6M | -15.0% | -11.4% | -3.5% | -13.8% |
| YTD | -4.5% | +0.7% | -5.2% | -4.4% |
| 1Y | +6.2% | +23.0% | -16.8% | +4.0% |
| 3Y | +99.9% | +48.0% | +51.9% | +90.4% |
| 5Y | +131.4% | +48.2% | +83.2% | +116.5% |
| All | +131.4% | +47.2% | +84.2% | +116.5% |
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