+202.3%
ECL vs GSK
+103.1%
+99.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | +2.9% | +0.2% | +2.6% | +2.8% |
| 30D | +7.5% | +5.4% | +2.1% | +5.3% |
| 3M | +12.2% | +0.9% | +11.3% | +11.5% |
| 6M | +24.6% | +0.7% | +23.8% | +23.6% |
| YTD | +18.8% | +5.6% | +13.2% | +15.5% |
| 1Y | +19.3% | +8.5% | +10.8% | +14.8% |
| 3Y | +78.2% | +63.8% | +14.4% | +39.9% |
| 5Y | +38.8% | +42.4% | -3.6% | +14.0% |
| All | +202.3% | +103.1% | +99.1% | +115.2% |
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 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