+76.7%
GSK vs EAT
+379.9%
-303.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.8% | -1.0% |
| 7D | -5.4% | -6.2% | +0.8% | -5.1% |
| 30D | -4.6% | -3.0% | -1.6% | -4.5% |
| 3M | -5.1% | +45.6% | -50.8% | -6.8% |
| 6M | -11.4% | +53.5% | -65.0% | -13.4% |
| YTD | +0.7% | +49.6% | -48.9% | -1.5% |
| 1Y | +23.0% | +38.9% | -15.9% | +20.6% |
| 3Y | +48.0% | +589.7% | -541.7% | +30.8% |
| 5Y | +48.2% | +318.7% | -270.5% | +32.8% |
| All | +76.7% | +379.9% | -303.2% | +46.9% |
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