+43.8%
EXC vs GSK
+43.2%
+0.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -1.2% | +1.7% | -2.8% | -1.5% |
| 30D | +10.0% | +7.0% | +2.9% | +8.5% |
| 3M | +1.6% | -2.7% | +4.3% | +2.0% |
| 6M | +3.3% | +1.4% | +1.8% | +2.8% |
| YTD | +7.6% | +5.3% | +2.2% | +5.9% |
| 1Y | +3.5% | +10.6% | -7.2% | +0.8% |
| 3Y | +27.7% | +62.6% | -34.9% | +12.2% |
| All | +43.8% | +43.2% | +0.6% | +24.3% |
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