+195.6%
EQT vs GSK
+47.2%
+148.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.7% | +0.7% |
| 7D | -1.2% | -5.4% | +4.2% | -0.7% |
| 30D | +1.1% | -4.6% | +5.7% | +1.5% |
| 3M | +4.8% | -5.1% | +9.9% | +5.2% |
| 6M | -10.6% | -11.4% | +0.8% | -9.8% |
| YTD | +3.4% | +0.7% | +2.7% | +3.0% |
| 1Y | +8.7% | +23.0% | -14.4% | +6.0% |
| 3Y | +35.0% | +48.0% | -13.0% | +26.0% |
| All | +195.6% | +47.2% | +148.4% | +197.9% |
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