+236.1%
EW vs GSK
+102.9%
+133.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | +9.3% | +5.2% | +4.1% | +7.3% |
| 30D | +22.1% | +10.2% | +11.9% | +17.8% |
| 3M | +13.0% | -0.9% | +13.9% | +13.1% |
| 6M | +30.1% | +3.5% | +26.6% | +27.8% |
| YTD | +22.0% | +7.2% | +14.8% | +17.4% |
| 1Y | +23.7% | +12.0% | +11.7% | +16.9% |
| 3Y | +62.0% | +67.3% | -5.3% | +26.0% |
| 5Y | -12.4% | +45.3% | -57.7% | -28.3% |
| 10Y | +236.1% | +101.8% | +134.3% | +128.1% |
| All | +236.1% | +102.9% | +133.1% | +128.1% |
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