+52.4%
GEV vs GSK
+14.9%
+37.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +5.0% | -14.3% | -7.9% |
| 7D | -5.1% | +4.9% | -10.1% | -3.7% |
| 30D | -15.8% | +9.9% | -25.7% | -13.8% |
| 3M | -18.2% | +0.2% | -18.3% | -16.7% |
| 6M | -22.4% | +2.3% | -24.7% | -21.6% |
| YTD | +27.7% | +7.1% | +20.7% | +30.9% |
| 1Y | +52.4% | +13.1% | +39.2% | +55.2% |
| All | +52.4% | +14.9% | +37.4% | +55.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling