+46.6%
EEM vs GSK
+47.3%
-0.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | +2.0% | -3.6% | +5.6% | +2.5% |
| 30D | +5.1% | -5.9% | +11.0% | +6.0% |
| 3M | +4.6% | -4.3% | +8.8% | +5.0% |
| 6M | +17.8% | -10.8% | +28.6% | +19.7% |
| YTD | +25.8% | +1.8% | +24.0% | +24.8% |
| 1Y | +36.4% | +23.5% | +12.9% | +30.1% |
| 3Y | +90.0% | +49.5% | +40.5% | +71.5% |
| 5Y | +46.6% | +49.7% | -3.1% | +28.0% |
| All | +46.6% | +47.3% | -0.7% | +28.0% |
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 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