+1,244.2%
EWY vs GSK
+168.0%
+1,076.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +1.7% |
| 7D | +8.0% | -4.2% | +12.2% | +10.0% |
| 30D | +14.3% | -7.5% | +21.9% | +18.0% |
| 3M | +2.3% | -3.3% | +5.6% | +2.6% |
| 6M | +49.9% | -9.3% | +59.2% | +54.3% |
| YTD | +95.3% | +1.6% | +93.7% | +89.9% |
| 1Y | +161.7% | +25.5% | +136.2% | +129.0% |
| 3Y | +230.2% | +49.3% | +180.9% | +157.2% |
| 5Y | +148.1% | +46.7% | +101.5% | +89.7% |
| 10Y | +293.2% | +76.8% | +216.4% | +167.5% |
| All | +1,244.2% | +168.0% | +1,076.2% | +572.1% |
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