+393.0%
EFA vs GSK
+188.5%
+204.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.8% |
| 7D | +1.2% | -4.2% | +5.4% | +3.4% |
| 30D | -0.7% | -7.5% | +6.8% | +3.1% |
| 3M | +6.4% | -3.3% | +9.7% | +7.6% |
| 6M | +11.4% | -9.3% | +20.7% | +16.0% |
| YTD | +14.0% | +1.6% | +12.4% | +11.4% |
| 1Y | +20.2% | +25.5% | -5.3% | +4.5% |
| 3Y | +68.2% | +49.3% | +18.9% | +28.8% |
| 5Y | +54.8% | +46.7% | +8.1% | +16.5% |
| 10Y | +142.4% | +76.8% | +65.6% | +58.7% |
| All | +393.0% | +188.5% | +204.5% | +118.7% |
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