+8.1%
EWZ vs GSK
+14.9%
-6.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.0% | -3.4% | +0.9% |
| 7D | -4.1% | +4.9% | -9.0% | -4.8% |
| 30D | -25.0% | +9.9% | -34.8% | -26.2% |
| 3M | -10.6% | +0.2% | -10.8% | -10.4% |
| 6M | -16.6% | +2.3% | -18.9% | -17.0% |
| YTD | +2.5% | +7.1% | -4.6% | +0.5% |
| 1Y | +8.1% | +13.1% | -5.0% | +3.5% |
| All | +8.1% | +14.9% | -6.8% | +3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling