+46.7%
GSK vs EAT
+326.5%
-279.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.4% | +0.7% | -2.7% |
| 7D | -4.2% | -4.9% | +0.7% | -4.1% |
| 30D | -7.5% | -1.2% | -6.3% | -7.5% |
| 3M | -3.3% | +52.2% | -55.5% | -4.0% |
| 6M | -9.3% | +65.0% | -74.4% | -10.0% |
| YTD | +1.6% | +55.0% | -53.4% | +0.9% |
| 1Y | +25.5% | +42.1% | -16.6% | +25.0% |
| 3Y | +49.3% | +614.7% | -565.5% | +38.3% |
| 5Y | +46.7% | +322.7% | -276.1% | +35.9% |
| All | +46.7% | +326.5% | -279.8% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling