+14,085.9%
ECL vs GSK
+1,765.6%
+12,320.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.4% | +1.3% |
| 7D | -0.5% | +4.9% | -5.4% | -1.9% |
| 30D | +8.8% | +10.8% | -2.0% | +5.5% |
| 3M | +7.8% | -1.8% | +9.7% | +8.2% |
| 6M | +21.3% | +4.1% | +17.2% | +19.5% |
| YTD | +17.8% | +7.9% | +9.9% | +14.6% |
| 1Y | +21.1% | +14.4% | +6.6% | +15.7% |
| 3Y | +80.1% | +68.1% | +12.0% | +50.9% |
| 5Y | +40.5% | +47.7% | -7.2% | +21.0% |
| 10Y | +197.7% | +100.5% | +97.3% | +133.2% |
| All | +14,085.9% | +1,765.6% | +12,320.3% | +6,526.7% |
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