+30.4%
GSK vs ED
+12.4%
+18.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.5% |
| 7D | -1.8% | -0.2% | -1.6% | -1.8% |
| 30D | -2.2% | -0.1% | -2.0% | -2.1% |
| 3M | -1.8% | +3.9% | -5.7% | -2.7% |
| 6M | -10.6% | -3.0% | -7.6% | -10.1% |
| YTD | +4.4% | +10.7% | -6.3% | +4.2% |
| 1Y | +30.4% | +13.3% | +17.1% | +30.7% |
| All | +30.4% | +12.4% | +18.0% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling