+176.4%
EOG vs GSK
+47.3%
+129.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -1.3% | -3.6% | +2.3% | -1.0% |
| 30D | +3.4% | -5.9% | +9.3% | +3.9% |
| 3M | +7.8% | -4.3% | +12.1% | +8.1% |
| 6M | +13.4% | -10.8% | +24.1% | +14.3% |
| YTD | +43.5% | +1.8% | +41.7% | +42.1% |
| 1Y | +29.7% | +23.5% | +6.2% | +25.3% |
| 3Y | +23.2% | +49.5% | -26.4% | +13.5% |
| 5Y | +176.4% | +49.7% | +126.7% | +157.6% |
| All | +176.4% | +47.3% | +129.1% | +157.6% |
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 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