+151.5%
EXC vs GSK
+76.8%
+74.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.4% | +1.7% |
| 7D | +1.2% | -4.2% | +5.4% | +2.8% |
| 30D | -2.7% | -7.5% | +4.8% | 0.0% |
| 3M | -1.0% | -3.3% | +2.3% | 0.0% |
| 6M | -9.3% | -9.3% | +0.1% | -6.4% |
| YTD | +3.6% | +1.6% | +2.0% | +1.6% |
| 1Y | +5.9% | +25.5% | -19.6% | -5.4% |
| 3Y | +21.3% | +49.3% | -28.0% | -3.1% |
| 5Y | +46.2% | +46.7% | -0.5% | +14.0% |
| 10Y | +151.5% | +76.8% | +74.7% | +80.0% |
| All | +151.5% | +76.8% | +74.7% | +80.0% |
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