+58.6%
ECL vs GSK
+62.2%
-3.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.6% |
| 7D | -2.6% | -1.8% | -0.8% | -2.2% |
| 30D | -2.2% | -2.2% | 0.0% | -1.7% |
| 3M | +10.1% | -1.8% | +11.9% | +10.5% |
| 6M | -5.7% | -10.6% | +4.9% | -3.5% |
| YTD | +7.0% | +4.4% | +2.5% | +6.3% |
| 1Y | +2.7% | +30.4% | -27.8% | -2.9% |
| All | +58.6% | +62.2% | -3.6% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling