+126.7%
EMB vs GSK
+154.4%
-27.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | +0.5% | +5.2% | -4.7% | -0.1% |
| 30D | +0.9% | +10.2% | -9.3% | -0.3% |
| 3M | -2.1% | -0.9% | -1.2% | -2.1% |
| 6M | -2.2% | +3.5% | -5.7% | -2.8% |
| YTD | -0.6% | +7.2% | -7.8% | -1.7% |
| 1Y | +0.2% | +12.0% | -11.8% | -1.4% |
| 3Y | +29.5% | +67.3% | -37.8% | +20.5% |
| 5Y | +8.0% | +45.3% | -37.3% | +1.6% |
| 10Y | +35.3% | +101.8% | -66.4% | +22.3% |
| All | +126.7% | +154.4% | -27.7% | +99.6% |
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