-67.0%
ETSY vs GSK
+47.2%
-114.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.8% |
| 7D | -12.7% | -5.4% | -7.3% | -11.6% |
| 30D | -9.9% | -4.6% | -5.3% | -9.0% |
| 3M | +4.2% | -5.1% | +9.3% | +5.3% |
| 6M | +34.2% | -11.4% | +45.6% | +37.2% |
| YTD | +29.1% | +0.7% | +28.4% | +27.1% |
| 1Y | +23.8% | +23.0% | +0.8% | +14.1% |
| 3Y | +6.6% | +48.0% | -41.3% | -9.4% |
| 5Y | -67.0% | +48.2% | -115.2% | -73.9% |
| All | -67.0% | +47.2% | -114.3% | -73.9% |
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