+178.5%
EXE vs GSK
+78.3%
+100.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.8% | -0.9% |
| 7D | -0.3% | -1.8% | +1.6% | -0.1% |
| 30D | +8.5% | -2.2% | +10.6% | +8.7% |
| 3M | +5.5% | -1.8% | +7.3% | +5.5% |
| 6M | -5.9% | -10.6% | +4.7% | -5.0% |
| YTD | -9.7% | +4.4% | -14.1% | -10.6% |
| 1Y | +3.6% | +30.4% | -26.8% | -0.3% |
| 3Y | +18.0% | +60.1% | -42.0% | +7.8% |
| 5Y | +109.4% | +46.8% | +62.6% | +96.3% |
| All | +178.5% | +78.3% | +100.2% | +143.0% |
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 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