+15.1%
EW vs GSK
+48.7%
-33.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-09 to 2026-09-09.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -5.1% | -3.6% | -1.5% | -4.5% |
| 30D | -6.4% | -5.9% | -0.4% | -5.4% |
| 3M | -1.6% | -4.3% | +2.7% | -1.0% |
| 6M | +2.3% | -10.8% | +13.1% | +3.9% |
| YTD | +1.1% | +1.8% | -0.7% | +0.2% |
| 1Y | +8.0% | +23.5% | -15.5% | +3.0% |
| All | +15.1% | +48.7% | -33.6% | +3.3% |
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 2023-09-09 to 2026-09-09: 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…
2023-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling