+9,012.0%
WMT vs GSK
+1,705.8%
+7,306.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.7% |
| 7D | +3.9% | -1.8% | +5.8% | +4.4% |
| 30D | -4.4% | -2.2% | -2.2% | -3.9% |
| 3M | -8.8% | -1.8% | -7.0% | -8.4% |
| 6M | -15.6% | -10.6% | -5.0% | -13.3% |
| YTD | -3.2% | +4.4% | -7.6% | -4.8% |
| 1Y | +7.0% | +30.4% | -23.4% | -1.1% |
| 3Y | +105.3% | +60.1% | +45.2% | +76.0% |
| 5Y | +129.3% | +46.8% | +82.5% | +98.4% |
| 10Y | +423.9% | +79.2% | +344.7% | +320.2% |
| All | +9,012.0% | +1,705.8% | +7,306.1% | +2,789.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling