+127.7%
EXPE vs GSK
+103.1%
+24.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | -0.5% | +0.2% | -0.7% | -0.6% |
| 30D | -6.1% | +5.4% | -11.5% | -7.8% |
| 3M | -21.3% | +0.9% | -22.2% | -21.5% |
| 6M | +19.0% | +0.7% | +18.3% | +18.5% |
| YTD | -8.4% | +5.6% | -14.0% | -12.1% |
| 1Y | -2.8% | +8.5% | -11.3% | -7.9% |
| 3Y | +120.8% | +63.8% | +56.9% | +61.4% |
| 5Y | +46.2% | +42.4% | +3.7% | +13.4% |
| All | +127.7% | +103.1% | +24.5% | +47.7% |
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