+47.7%
GSK vs ED
+82.1%
-34.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.5% |
| 7D | +4.9% | -0.1% | +5.0% | +4.9% |
| 30D | +10.8% | +11.6% | -0.7% | +6.5% |
| 3M | -1.8% | +10.5% | -12.3% | -5.4% |
| 6M | +4.1% | +13.2% | -9.1% | -0.5% |
| YTD | +7.9% | +22.1% | -14.3% | +0.3% |
| 1Y | +14.4% | +24.2% | -9.7% | +5.7% |
| 3Y | +68.1% | +46.9% | +21.2% | +46.2% |
| 5Y | +47.7% | +80.8% | -33.1% | +22.9% |
| All | +47.7% | +82.1% | -34.4% | +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