+620.7%
GEV vs GSK
+29.1%
+591.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | 0.0% |
| 7D | +3.3% | -1.8% | +5.1% | +3.2% |
| 30D | -7.5% | -2.2% | -5.3% | -7.5% |
| 3M | -2.2% | -1.8% | -0.4% | -2.3% |
| 6M | +12.1% | -10.6% | +22.7% | +12.1% |
| YTD | +44.4% | +4.4% | +40.0% | +45.0% |
| 1Y | +57.7% | +30.4% | +27.2% | +59.5% |
| All | +620.7% | +29.1% | +591.6% | +677.0% |
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