+157.1%
EWT vs GSK
+65.8%
+91.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | +9.1% | +1.1% | +8.0% | +9.0% |
| 30D | -12.2% | +6.3% | -18.6% | -12.6% |
| 3M | -9.4% | +1.8% | -11.2% | -9.5% |
| 6M | +2.7% | +1.7% | +1.0% | +2.3% |
| YTD | +53.3% | +6.5% | +46.7% | +51.9% |
| 1Y | +59.2% | +9.5% | +49.7% | +57.2% |
| 3Y | +157.1% | +65.3% | +91.8% | +139.8% |
| All | +157.1% | +65.8% | +91.3% | +139.8% |
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