+65.9%
EW vs GSK
+65.8%
0.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | +4.9% | +1.1% | +3.8% | +4.7% |
| 30D | +23.9% | +6.3% | +17.6% | +22.6% |
| 3M | +15.8% | +1.8% | +13.9% | +15.3% |
| 6M | +31.7% | +1.7% | +30.0% | +30.9% |
| YTD | +25.7% | +6.5% | +19.1% | +23.7% |
| 1Y | +24.4% | +9.5% | +14.9% | +21.8% |
| 3Y | +65.9% | +65.3% | +0.6% | +54.8% |
| All | +65.9% | +65.8% | 0.0% | +54.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling