+158.0%
EXPE vs GSK
+80.2%
+77.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -11.5% | -3.6% | -7.9% | -10.2% |
| 30D | -13.1% | -5.9% | -7.1% | -11.0% |
| 3M | +18.1% | -4.3% | +22.4% | +20.0% |
| 6M | +13.3% | -10.8% | +24.1% | +17.9% |
| YTD | -3.2% | +1.8% | -5.0% | -5.9% |
| 1Y | +26.1% | +23.5% | +2.7% | +11.6% |
| 3Y | +151.7% | +49.5% | +102.2% | +93.4% |
| 5Y | +88.3% | +49.7% | +38.7% | +40.1% |
| 10Y | +158.0% | +81.9% | +76.1% | +77.2% |
| All | +158.0% | +80.2% | +77.8% | +77.2% |
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