+303.5%
EWY vs GSK
+80.1%
+223.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | -0.1% | -3.5% | +3.4% | +1.1% |
| 30D | +7.3% | -3.4% | +10.8% | +8.3% |
| 3M | -5.1% | -8.1% | +3.0% | -3.3% |
| 6M | +42.1% | -11.1% | +53.2% | +46.3% |
| YTD | +94.1% | +0.7% | +93.4% | +90.5% |
| 1Y | +147.8% | +20.1% | +127.7% | +126.6% |
| 3Y | +222.9% | +46.1% | +176.8% | +165.3% |
| 5Y | +150.6% | +48.2% | +102.4% | +98.3% |
| All | +303.5% | +80.1% | +223.4% | +201.7% |
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 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