+81.9%
GSK vs ED
+105.2%
-23.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | -3.6% | -0.2% | -3.4% | -3.5% |
| 30D | -5.9% | +1.9% | -7.9% | -6.6% |
| 3M | -4.3% | +1.9% | -6.1% | -4.9% |
| 6M | -10.8% | -2.3% | -8.5% | -10.2% |
| YTD | +1.8% | +10.9% | -9.1% | -2.0% |
| 1Y | +23.5% | +14.5% | +9.0% | +17.3% |
| 3Y | +49.5% | +33.4% | +16.2% | +33.9% |
| 5Y | +49.7% | +67.3% | -17.6% | +22.6% |
| 10Y | +81.9% | +110.7% | -28.7% | +39.6% |
| All | +81.9% | +105.2% | -23.3% | +39.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling