+193.5%
ECL vs GSK
+102.9%
+90.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | +0.4% | +5.2% | -4.8% | -1.4% |
| 30D | +8.6% | +10.2% | -1.6% | +4.6% |
| 3M | +7.9% | -0.9% | +8.8% | +8.0% |
| 6M | +21.0% | +3.5% | +17.5% | +18.9% |
| YTD | +17.5% | +7.2% | +10.3% | +13.7% |
| 1Y | +19.7% | +12.0% | +7.6% | +13.7% |
| 3Y | +77.4% | +67.3% | +10.1% | +38.2% |
| 5Y | +38.7% | +45.3% | -6.6% | +13.0% |
| 10Y | +193.5% | +101.8% | +91.7% | +106.0% |
| All | +193.5% | +102.9% | +90.6% | +106.0% |
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 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