+40.5%
ECL vs GSK
+47.2%
-6.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.4% | +1.4% |
| 7D | -0.5% | +4.9% | -5.4% | -1.8% |
| 30D | +8.8% | +10.8% | -2.0% | +5.9% |
| 3M | +7.8% | -1.8% | +9.7% | +8.2% |
| 6M | +21.3% | +4.1% | +17.2% | +19.7% |
| YTD | +17.8% | +7.9% | +9.9% | +15.4% |
| 1Y | +21.1% | +14.4% | +6.6% | +16.9% |
| 3Y | +80.1% | +68.1% | +12.0% | +53.6% |
| 5Y | +40.5% | +47.7% | -7.2% | +15.5% |
| All | +40.5% | +47.2% | -6.7% | +15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling