+151.1%
ETR vs GSK
+53.4%
+97.7%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +1.5% |
| 7D | +1.4% | -4.2% | +5.6% | +2.0% |
| 30D | +1.9% | -7.5% | +9.4% | +2.9% |
| 3M | +1.0% | -3.3% | +4.3% | +1.3% |
| 6M | +4.8% | -9.3% | +14.2% | +6.0% |
| YTD | +19.5% | +1.6% | +17.9% | +19.1% |
| 1Y | +28.1% | +25.5% | +2.6% | +23.8% |
| 3Y | +151.1% | +49.3% | +101.9% | +129.3% |
| All | +151.1% | +53.4% | +97.7% | +129.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling