+706.7%
ETN vs GSK
+80.1%
+626.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +3.9% | +4.0% |
| 7D | +3.5% | -3.5% | +7.1% | +4.6% |
| 30D | -7.5% | -3.4% | -4.1% | -6.7% |
| 3M | +8.3% | -8.1% | +16.5% | +10.3% |
| 6M | +20.2% | -11.1% | +31.3% | +23.5% |
| YTD | +34.7% | +0.7% | +33.9% | +32.6% |
| 1Y | +19.4% | +20.1% | -0.7% | +10.5% |
| 3Y | +85.5% | +46.1% | +39.4% | +54.2% |
| 5Y | +186.6% | +48.2% | +138.4% | +128.9% |
| All | +706.7% | +80.1% | +626.6% | +491.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling