+119.0%
EOG vs GSK
+80.0%
+39.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.4% | +0.6% |
| 7D | +1.0% | -5.4% | +6.4% | +2.4% |
| 30D | +2.8% | -4.6% | +7.4% | +4.0% |
| 3M | +5.9% | -5.1% | +11.0% | +7.0% |
| 6M | +17.1% | -11.4% | +28.5% | +19.8% |
| YTD | +43.9% | +0.7% | +43.2% | +41.7% |
| 1Y | +26.9% | +23.0% | +3.9% | +17.6% |
| 3Y | +23.6% | +48.0% | -24.4% | +4.7% |
| 5Y | +178.1% | +48.2% | +129.9% | +130.0% |
| All | +119.0% | +80.0% | +39.0% | +74.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling