+502.5%
EWT vs GSK
+199.3%
+303.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | +9.1% | +1.1% | +8.0% | +8.7% |
| 30D | -12.2% | +6.3% | -18.6% | -14.4% |
| 3M | -9.4% | +1.8% | -11.2% | -10.5% |
| 6M | +2.7% | +1.7% | +1.0% | +0.8% |
| YTD | +53.3% | +6.5% | +46.7% | +47.0% |
| 1Y | +59.2% | +9.5% | +49.7% | +50.9% |
| 3Y | +157.1% | +65.3% | +91.8% | +100.1% |
| 5Y | +119.6% | +43.7% | +75.9% | +77.2% |
| 10Y | +446.9% | +104.1% | +342.8% | +267.5% |
| All | +502.5% | +199.3% | +303.2% | +212.7% |
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 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