+43.6%
EWZ vs GSK
+103.4%
-59.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -1.5% | +1.7% | -3.1% | -2.2% |
| 30D | -24.5% | +7.0% | -31.6% | -26.9% |
| 3M | -10.7% | -2.7% | -8.0% | -10.1% |
| 6M | -19.1% | +1.4% | -20.5% | -20.4% |
| YTD | +1.6% | +5.3% | -3.7% | -2.5% |
| 1Y | +4.3% | +10.6% | -6.3% | -2.3% |
| 3Y | +19.0% | +62.6% | -43.6% | -12.7% |
| 5Y | +57.7% | +41.7% | +16.0% | +22.1% |
| All | +43.6% | +103.4% | -59.8% | -12.2% |
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