+6.9%
EMB vs GSK
+47.3%
-40.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | 0.0% | -3.6% | +3.6% | +0.4% |
| 30D | -0.3% | -5.9% | +5.7% | +0.3% |
| 3M | -0.3% | -4.3% | +4.0% | +0.1% |
| 6M | +0.7% | -10.8% | +11.5% | +1.8% |
| YTD | +1.3% | +1.8% | -0.5% | +0.8% |
| 1Y | +4.7% | +23.5% | -18.8% | +1.8% |
| 3Y | +30.1% | +49.5% | -19.4% | +22.1% |
| 5Y | +6.9% | +49.7% | -42.8% | -1.7% |
| All | +6.9% | +47.3% | -40.4% | -1.7% |
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 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