+38.7%
EXPE vs GSK
+31.2%
+7.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.8% |
| 7D | -9.5% | -1.8% | -7.7% | -9.6% |
| 30D | -6.6% | -2.2% | -4.5% | -6.7% |
| 3M | +31.4% | -1.8% | +33.2% | +31.4% |
| 6M | +35.2% | -10.6% | +45.8% | +32.9% |
| YTD | +5.8% | +4.4% | +1.4% | +4.1% |
| 1Y | +38.7% | +30.4% | +8.3% | +38.0% |
| All | +38.7% | +31.2% | +7.4% | +38.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling