+248.8%
EW vs GSK
+102.0%
+146.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +3.0% | +2.2% |
| 7D | +6.5% | -1.1% | +7.6% | +6.9% |
| 30D | +22.5% | +7.8% | +14.6% | +19.1% |
| 3M | +13.0% | +0.3% | +12.7% | +12.6% |
| 6M | +37.1% | +3.4% | +33.7% | +34.6% |
| YTD | +24.1% | +5.9% | +18.2% | +19.9% |
| 1Y | +24.2% | +8.2% | +16.0% | +19.0% |
| 3Y | +64.8% | +65.3% | -0.5% | +28.7% |
| 5Y | -7.4% | +43.3% | -50.7% | -23.8% |
| 10Y | +248.8% | +102.9% | +145.9% | +135.1% |
| All | +248.8% | +102.0% | +146.8% | +135.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling