+4,504.5%
ETR vs GSK
+1,742.6%
+2,761.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | +1.2% | +1.1% | 0.0% | +0.9% |
| 30D | +7.0% | +6.3% | +0.7% | +5.5% |
| 3M | +4.6% | +1.8% | +2.8% | +4.0% |
| 6M | +0.1% | +1.7% | -1.5% | -0.6% |
| YTD | +23.2% | +6.5% | +16.6% | +20.6% |
| 1Y | +20.6% | +9.5% | +11.1% | +17.3% |
| 3Y | +156.3% | +65.3% | +91.0% | +122.9% |
| 5Y | +159.6% | +43.7% | +115.9% | +131.4% |
| 10Y | +377.1% | +104.1% | +273.0% | +293.5% |
| All | +4,504.5% | +1,742.6% | +2,761.9% | +2,636.1% |
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