+627.7%
GEV vs GSK
+25.9%
+601.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | +3.2% | -3.6% | +6.7% | +3.0% |
| 30D | -4.0% | -5.9% | +1.9% | -4.2% |
| 3M | +3.4% | -4.3% | +7.7% | +3.2% |
| 6M | +14.7% | -10.8% | +25.5% | +14.7% |
| YTD | +45.8% | +1.8% | +44.0% | +46.2% |
| 1Y | +57.4% | +23.5% | +33.9% | +58.8% |
| All | +627.7% | +25.9% | +601.8% | +683.8% |
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