+84.1%
EWZ vs GSK
+76.8%
+7.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.7% | +4.7% | +3.2% |
| 7D | +5.6% | -4.2% | +9.8% | +7.5% |
| 30D | +9.3% | -7.5% | +16.8% | +13.0% |
| 3M | +15.7% | -3.3% | +19.0% | +16.8% |
| 6M | +7.4% | -9.3% | +16.8% | +11.6% |
| YTD | +22.7% | +1.6% | +21.1% | +20.1% |
| 1Y | +36.4% | +25.5% | +10.9% | +19.8% |
| 3Y | +50.4% | +49.3% | +1.1% | +15.4% |
| 5Y | +67.6% | +46.7% | +21.0% | +24.7% |
| 10Y | +84.1% | +76.8% | +7.2% | +26.0% |
| All | +84.1% | +76.8% | +7.3% | +26.0% |
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