+126.1%
ETR vs GSK
+47.3%
+78.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.4% | -1.3% |
| 7D | +0.4% | -3.6% | +4.0% | +1.1% |
| 30D | +2.0% | -5.9% | +8.0% | +3.2% |
| 3M | -1.7% | -4.3% | +2.6% | -1.0% |
| 6M | +3.6% | -10.8% | +14.4% | +5.6% |
| YTD | +18.0% | +1.8% | +16.3% | +17.1% |
| 1Y | +26.2% | +23.5% | +2.8% | +20.0% |
| 3Y | +148.0% | +49.5% | +98.5% | +121.4% |
| 5Y | +126.1% | +49.7% | +76.4% | +95.7% |
| All | +126.1% | +47.3% | +78.8% | +95.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling