+35.8%
EQT vs GSK
+47.2%
-11.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.7% | +0.6% |
| 7D | -1.2% | -5.4% | +4.2% | -1.2% |
| 30D | +1.1% | -4.6% | +5.7% | +1.0% |
| 3M | +4.8% | -5.1% | +9.9% | +4.8% |
| 6M | -10.6% | -11.4% | +0.8% | -10.8% |
| YTD | +3.4% | +0.7% | +2.7% | +3.5% |
| 1Y | +8.7% | +23.0% | -14.4% | +9.4% |
| All | +35.8% | +47.2% | -11.3% | +36.2% |
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