+39.8%
EXPE vs GSK
+47.2%
-7.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.6% |
| 7D | -13.3% | +4.9% | -18.2% | -14.2% |
| 30D | -5.5% | +10.8% | -16.3% | -7.5% |
| 3M | -16.5% | -1.8% | -14.7% | -16.2% |
| 6M | +13.1% | +4.1% | +9.0% | +12.1% |
| YTD | -8.0% | +7.9% | -15.9% | -10.7% |
| 1Y | +1.1% | +14.4% | -13.3% | -3.3% |
| 3Y | +131.2% | +68.1% | +63.1% | +87.8% |
| 5Y | +39.8% | +47.7% | -7.9% | +2.6% |
| All | +39.8% | +47.2% | -7.4% | +2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling