-10.6%
EQT vs GSK
-11.8%
+1.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.7% | +0.6% |
| 7D | -1.2% | -5.4% | +4.2% | -1.1% |
| 30D | +1.1% | -4.6% | +5.7% | +1.2% |
| 3M | +4.8% | -5.1% | +9.9% | +4.8% |
| 6M | -10.6% | -11.4% | +0.8% | -11.1% |
| All | -10.6% | -11.8% | +1.2% | -11.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling