+46.7%
GSK vs ED
+71.7%
-25.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -3.0% |
| 7D | -4.2% | +0.5% | -4.7% | -4.4% |
| 30D | -7.5% | +1.1% | -8.6% | -7.9% |
| 3M | -3.3% | +4.6% | -7.9% | -4.9% |
| 6M | -9.3% | -2.0% | -7.4% | -8.8% |
| YTD | +1.6% | +11.7% | -10.1% | -2.4% |
| 1Y | +25.5% | +15.7% | +9.8% | +18.8% |
| 3Y | +49.3% | +34.4% | +14.9% | +34.0% |
| 5Y | +46.7% | +67.3% | -20.6% | +22.9% |
| All | +46.7% | +71.7% | -25.0% | +22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling