+12,781.7%
ECL vs GSK
+1,705.8%
+11,075.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.7% |
| 7D | -2.6% | -1.8% | -0.8% | -2.1% |
| 30D | -2.2% | -2.2% | 0.0% | -1.6% |
| 3M | +10.1% | -1.8% | +11.9% | +10.6% |
| 6M | -5.7% | -10.6% | +4.9% | -2.7% |
| YTD | +7.0% | +4.4% | +2.5% | +5.3% |
| 1Y | +2.7% | +30.4% | -27.8% | -5.8% |
| 3Y | +57.7% | +60.1% | -2.4% | +34.2% |
| 5Y | +31.1% | +46.8% | -15.7% | +13.2% |
| 10Y | +150.9% | +79.2% | +71.6% | +103.0% |
| All | +12,781.7% | +1,705.8% | +11,075.8% | +5,985.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling