+125.7%
EEM vs GSK
+80.0%
+45.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.1% | -1.8% |
| 7D | -0.7% | -5.4% | +4.7% | +1.0% |
| 30D | +2.4% | -4.6% | +7.0% | +3.8% |
| 3M | +4.2% | -5.1% | +9.3% | +5.3% |
| 6M | +14.8% | -11.4% | +26.2% | +18.4% |
| YTD | +23.1% | +0.7% | +22.4% | +21.4% |
| 1Y | +32.5% | +23.0% | +9.5% | +21.5% |
| 3Y | +85.9% | +48.0% | +37.9% | +54.8% |
| 5Y | +43.6% | +48.2% | -4.6% | +16.4% |
| All | +125.7% | +80.0% | +45.7% | +71.0% |
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