+3,033.3%
EQT vs GSK
+1,641.8%
+1,391.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.7% | +0.9% |
| 7D | -1.2% | -5.4% | +4.2% | +0.1% |
| 30D | +1.1% | -4.6% | +5.7% | +2.2% |
| 3M | +4.8% | -5.1% | +9.9% | +5.8% |
| 6M | -10.6% | -11.4% | +0.8% | -8.4% |
| YTD | +3.4% | +0.7% | +2.7% | +2.5% |
| 1Y | +8.7% | +23.0% | -14.4% | +2.2% |
| 3Y | +35.0% | +48.0% | -13.0% | +18.9% |
| 5Y | +204.2% | +48.2% | +156.0% | +165.2% |
| 10Y | +52.5% | +80.0% | -27.5% | +24.3% |
| All | +3,033.3% | +1,641.8% | +1,391.6% | +1,937.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling