+4,316.7%
ETR vs GSK
+1,705.8%
+2,610.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.5% | 0.0% |
| 7D | +1.4% | -1.8% | +3.3% | +1.9% |
| 30D | +1.0% | -2.2% | +3.2% | +1.4% |
| 3M | -1.3% | -1.8% | +0.6% | -1.0% |
| 6M | +1.9% | -10.6% | +12.5% | +4.2% |
| YTD | +18.2% | +4.4% | +13.7% | +16.4% |
| 1Y | +24.7% | +30.4% | -5.7% | +16.3% |
| 3Y | +150.7% | +60.1% | +90.6% | +119.8% |
| 5Y | +127.0% | +46.8% | +80.2% | +101.5% |
| 10Y | +295.5% | +79.2% | +216.2% | +235.2% |
| All | +4,316.7% | +1,705.8% | +2,610.9% | +2,540.7% |
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 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