+125.6%
EW vs GSK
+80.2%
+45.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -5.1% | -3.6% | -1.5% | -3.9% |
| 30D | -6.4% | -5.9% | -0.4% | -4.4% |
| 3M | -1.6% | -4.3% | +2.7% | -0.4% |
| 6M | +2.3% | -10.8% | +13.1% | +5.9% |
| YTD | +1.1% | +1.8% | -0.7% | -0.8% |
| 1Y | +8.0% | +23.5% | -15.5% | -2.2% |
| 3Y | +16.3% | +49.5% | -33.2% | -5.3% |
| 5Y | -29.4% | +49.7% | -79.1% | -43.9% |
| 10Y | +125.6% | +81.9% | +43.7% | +60.8% |
| All | +125.6% | +80.2% | +45.4% | +60.8% |
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