+15.8%
EW vs GSK
+48.4%
-32.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.7% | -0.8% | -3.1% |
| 7D | -4.4% | -4.2% | -0.2% | -3.7% |
| 30D | -3.3% | -7.5% | +4.2% | -2.1% |
| 3M | +1.0% | -3.3% | +4.3% | +1.4% |
| 6M | +6.2% | -9.3% | +15.5% | +7.7% |
| YTD | +1.7% | +1.6% | +0.1% | +0.9% |
| 1Y | +8.1% | +25.5% | -17.4% | +2.7% |
| All | +15.8% | +48.4% | -32.6% | +4.0% |
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