+175.2%
EXPE vs GSK
+57.7%
+117.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.5% |
| 7D | -9.5% | -1.8% | -7.7% | -9.4% |
| 30D | -6.6% | -2.2% | -4.5% | -6.5% |
| 3M | +31.4% | -1.8% | +33.2% | +31.6% |
| 6M | +35.2% | -10.6% | +45.8% | +35.9% |
| YTD | +5.8% | +4.4% | +1.4% | +4.3% |
| 1Y | +38.7% | +30.4% | +8.3% | +32.7% |
| All | +175.2% | +57.7% | +117.5% | +130.4% |
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