+513.6%
EWT vs GSK
+80.1%
+433.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -1.1% | -3.5% | +2.4% | -0.2% |
| 30D | +4.5% | -3.4% | +7.9% | +5.3% |
| 3M | +8.3% | -8.1% | +16.4% | +10.2% |
| 6M | +54.2% | -11.1% | +65.4% | +58.1% |
| YTD | +74.6% | +0.7% | +73.8% | +72.5% |
| 1Y | +84.9% | +20.1% | +64.8% | +73.1% |
| 3Y | +197.5% | +46.1% | +151.4% | +156.8% |
| 5Y | +150.6% | +48.2% | +102.3% | +110.7% |
| All | +513.6% | +80.1% | +433.6% | +392.5% |
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