+197.5%
ECL vs GSK
+103.9%
+93.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | -0.5% | +0.5% | -0.9% | -0.6% |
| 30D | +6.6% | +9.4% | -2.9% | +2.9% |
| 3M | +9.6% | +1.6% | +8.0% | +8.7% |
| 6M | +21.6% | +1.3% | +20.3% | +20.4% |
| YTD | +16.9% | +6.0% | +10.9% | +13.5% |
| 1Y | +17.9% | +9.1% | +8.8% | +13.2% |
| 3Y | +76.5% | +65.4% | +11.1% | +38.0% |
| 5Y | +36.6% | +43.0% | -6.4% | +12.0% |
| All | +197.5% | +103.9% | +93.6% | +111.5% |
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 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