+1,705.8%
GSK vs EAT
+11,644.8%
-9,938.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.0% |
| 7D | -1.8% | 0.0% | -1.8% | -1.8% |
| 30D | -2.2% | +1.9% | -4.1% | -2.5% |
| 3M | -1.8% | +68.7% | -70.5% | -7.0% |
| 6M | -10.6% | +66.9% | -77.5% | -15.6% |
| YTD | +4.4% | +60.4% | -56.0% | -1.2% |
| 1Y | +30.4% | +44.0% | -13.6% | +24.3% |
| 3Y | +60.1% | +604.7% | -544.6% | +25.8% |
| 5Y | +46.8% | +347.0% | -300.2% | +17.8% |
| 10Y | +79.2% | +390.8% | -311.5% | +29.0% |
| All | +1,705.8% | +11,644.8% | -9,938.9% | +550.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling