+18.1%
EW vs GSK
+14.9%
+3.2%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.0% | -0.6% | +3.6% |
| 7D | +8.3% | +4.9% | +3.3% | +7.4% |
| 30D | +13.9% | +9.9% | +4.0% | +12.2% |
| 3M | +10.9% | +0.2% | +10.7% | +10.5% |
| 6M | +19.2% | +2.3% | +16.9% | +18.3% |
| YTD | +16.6% | +7.1% | +9.5% | +15.0% |
| 1Y | +18.1% | +13.1% | +5.0% | +15.7% |
| All | +18.1% | +14.9% | +3.2% | +15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling