+855.0%
EXPE vs GSK
+196.0%
+659.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -0.7% |
| 7D | -9.5% | -1.8% | -7.7% | -8.7% |
| 30D | -6.6% | -2.2% | -4.5% | -5.8% |
| 3M | +31.4% | -1.8% | +33.2% | +32.1% |
| 6M | +35.2% | -10.6% | +45.8% | +41.4% |
| YTD | +5.8% | +4.4% | +1.4% | +1.1% |
| 1Y | +38.7% | +30.4% | +8.3% | +16.6% |
| 3Y | +175.8% | +60.1% | +115.7% | +97.4% |
| 5Y | +111.8% | +46.8% | +65.1% | +55.6% |
| 10Y | +179.7% | +79.2% | +100.5% | +80.2% |
| All | +855.0% | +196.0% | +659.0% | +378.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling