+20.7%
EXE vs GSK
+53.4%
-32.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +0.4% |
| 7D | -1.8% | -4.2% | +2.4% | -1.7% |
| 30D | +6.4% | -7.5% | +13.9% | +6.6% |
| 3M | +9.2% | -3.3% | +12.5% | +9.3% |
| 6M | -7.0% | -9.3% | +2.3% | -6.9% |
| YTD | -9.5% | +1.6% | -11.1% | -9.7% |
| 1Y | +6.2% | +25.5% | -19.3% | +5.4% |
| 3Y | +20.7% | +49.3% | -28.5% | +16.8% |
| All | +20.7% | +53.4% | -32.7% | +16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling