+104.0%
GSK vs EAT
+325.9%
-221.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -1.4% |
| 7D | -1.1% | -8.9% | +7.9% | -0.7% |
| 30D | +7.8% | +3.4% | +4.4% | +7.6% |
| 3M | +0.3% | -9.3% | +9.6% | +0.6% |
| 6M | +3.4% | +43.8% | -40.3% | +1.4% |
| YTD | +5.9% | +39.9% | -34.0% | +3.8% |
| 1Y | +8.2% | +89.7% | -81.5% | +4.5% |
| 3Y | +65.3% | +491.3% | -426.0% | +47.2% |
| 5Y | +43.3% | +365.4% | -322.1% | +27.4% |
| All | +104.0% | +325.9% | -221.9% | +69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling