+66.5%
EWZ vs GSK
+103.1%
-36.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +0.8% | +0.2% | +0.5% | +0.6% |
| 30D | -24.4% | +5.4% | -29.8% | -26.2% |
| 3M | -4.6% | +0.9% | -5.5% | -5.5% |
| 6M | -11.6% | +0.7% | -12.3% | -12.8% |
| YTD | +2.4% | +5.6% | -3.2% | -1.9% |
| 1Y | +2.1% | +8.5% | -6.4% | -3.5% |
| 3Y | +18.7% | +63.8% | -45.1% | -13.3% |
| 5Y | +54.2% | +42.4% | +11.7% | +19.0% |
| All | +66.5% | +103.1% | -36.6% | +1.9% |
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