+146.1%
EWT vs GSK
+47.2%
+98.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.4% |
| 7D | -1.1% | -5.4% | +4.3% | -0.4% |
| 30D | +4.8% | -4.6% | +9.4% | +5.4% |
| 3M | +11.1% | -5.1% | +16.3% | +11.6% |
| 6M | +54.6% | -11.4% | +66.1% | +56.8% |
| YTD | +71.4% | +0.7% | +70.7% | +70.4% |
| 1Y | +82.1% | +23.0% | +59.1% | +75.0% |
| 3Y | +193.2% | +48.0% | +145.3% | +169.6% |
| 5Y | +146.1% | +48.2% | +97.9% | +119.7% |
| All | +146.1% | +47.2% | +98.8% | +119.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling