+54.2%
EWZ vs GSK
+44.4%
+9.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.3% |
| 7D | +0.8% | +1.1% | -0.4% | +0.5% |
| 30D | -24.4% | +6.3% | -30.7% | -25.4% |
| 3M | -4.6% | +1.8% | -6.4% | -5.1% |
| 6M | -11.6% | +1.7% | -13.2% | -12.2% |
| YTD | +2.4% | +6.5% | -4.2% | +0.5% |
| 1Y | +2.1% | +9.5% | -7.4% | -0.4% |
| 3Y | +18.7% | +65.3% | -46.6% | +2.9% |
| All | +54.2% | +44.4% | +9.7% | +31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling