+296.9%
ETR vs GSK
+81.9%
+215.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.4% | -1.3% |
| 7D | +0.4% | -3.6% | +4.0% | +1.7% |
| 30D | +2.0% | -5.9% | +8.0% | +4.1% |
| 3M | -1.7% | -4.3% | +2.6% | -0.5% |
| 6M | +3.6% | -10.8% | +14.4% | +7.3% |
| YTD | +18.0% | +1.8% | +16.3% | +16.0% |
| 1Y | +26.2% | +23.5% | +2.8% | +14.5% |
| 3Y | +148.0% | +49.5% | +98.5% | +100.7% |
| 5Y | +126.1% | +49.7% | +76.4% | +77.2% |
| All | +296.9% | +81.9% | +215.0% | +182.5% |
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