+50.3%
EWZ vs GSK
+101.6%
-51.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.4% | +0.9% |
| 7D | +1.4% | +4.9% | -3.5% | -0.7% |
| 30D | -25.1% | +10.8% | -35.9% | -28.6% |
| 3M | -7.7% | -1.8% | -5.9% | -7.5% |
| 6M | -15.8% | +4.1% | -20.0% | -18.2% |
| YTD | +3.6% | +7.9% | -4.3% | -1.6% |
| 1Y | +5.5% | +14.4% | -9.0% | -2.7% |
| 3Y | +22.1% | +68.1% | -46.0% | -12.0% |
| 5Y | +58.3% | +47.7% | +10.7% | +19.5% |
| 10Y | +50.3% | +100.5% | -50.2% | -10.1% |
| All | +50.3% | +101.6% | -51.3% | -10.1% |
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 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