+432.5%
EWZ vs GSK
+198.4%
+234.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | +0.3% |
| 7D | +6.5% | -1.8% | +8.3% | +7.5% |
| 30D | +4.8% | -2.2% | +7.0% | +6.0% |
| 3M | +9.9% | -1.8% | +11.7% | +10.4% |
| 6M | +1.9% | -10.6% | +12.6% | +7.6% |
| YTD | +20.3% | +4.4% | +15.9% | +15.6% |
| 1Y | +35.6% | +30.4% | +5.2% | +14.1% |
| 3Y | +43.4% | +60.1% | -16.6% | +2.4% |
| 5Y | +55.9% | +46.8% | +9.2% | +13.5% |
| 10Y | +84.2% | +79.2% | +4.9% | +18.1% |
| All | +432.5% | +198.4% | +234.2% | +138.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling