+1,733.0%
GSK vs EAT
+9,981.2%
-8,248.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.6% | +0.2% |
| 7D | +0.5% | -7.1% | +7.5% | +1.1% |
| 30D | +9.4% | -2.3% | +11.8% | +9.5% |
| 3M | +1.6% | -19.6% | +21.2% | +3.4% |
| 6M | +1.3% | +46.0% | -44.7% | -3.1% |
| YTD | +6.0% | +37.7% | -31.7% | +1.5% |
| 1Y | +9.1% | +73.8% | -64.7% | +1.9% |
| 3Y | +65.4% | +482.1% | -416.7% | +32.3% |
| 5Y | +43.0% | +362.5% | -319.5% | +13.9% |
| 10Y | +103.1% | +319.3% | -216.2% | +48.1% |
| All | +1,733.0% | +9,981.2% | -8,248.2% | +568.7% |
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