+40.7%
EOG vs GSK
+65.0%
-24.3%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +7.4% | +0.5% | +6.9% | +7.4% |
| 30D | +2.3% | +9.4% | -7.2% | +2.4% |
| 3M | +9.5% | +1.6% | +7.9% | +9.5% |
| 6M | +17.7% | +1.3% | +16.4% | +17.7% |
| YTD | +52.9% | +6.0% | +46.9% | +51.9% |
| 1Y | +47.7% | +9.1% | +38.6% | +46.6% |
| All | +40.7% | +65.0% | -24.3% | +27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling