+590.1%
EWT vs GSK
+185.4%
+404.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | +0.4% |
| 7D | +1.6% | -4.2% | +5.8% | +3.3% |
| 30D | +8.2% | -7.5% | +15.7% | +11.2% |
| 3M | +11.1% | -3.3% | +14.3% | +11.7% |
| 6M | +60.4% | -9.3% | +69.8% | +65.0% |
| YTD | +75.6% | +1.6% | +74.0% | +72.0% |
| 1Y | +91.3% | +25.5% | +65.8% | +71.5% |
| 3Y | +200.3% | +49.3% | +151.0% | +143.9% |
| 5Y | +156.4% | +46.7% | +109.7% | +104.9% |
| 10Y | +495.8% | +76.8% | +419.0% | +326.9% |
| All | +590.1% | +185.4% | +404.7% | +266.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling