+127.9%
EMB vs GSK
+151.2%
-23.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | -0.4% | -1.1% | +0.7% | -0.3% |
| 30D | +1.5% | +7.8% | -6.3% | +0.6% |
| 3M | -1.6% | +0.3% | -1.9% | -1.7% |
| 6M | -1.5% | +3.4% | -4.9% | -2.1% |
| YTD | -0.1% | +5.9% | -6.0% | -1.1% |
| 1Y | +0.5% | +8.2% | -7.7% | -0.7% |
| 3Y | +30.2% | +65.3% | -35.0% | +21.4% |
| 5Y | +8.6% | +43.3% | -34.7% | +2.3% |
| 10Y | +36.9% | +102.9% | -66.0% | +23.7% |
| All | +127.9% | +151.2% | -23.3% | +101.0% |
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 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