-10.6%
GSK vs ED
-2.9%
-7.7%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.2% |
| 7D | -1.8% | -0.2% | -1.6% | -1.7% |
| 30D | -2.2% | -0.1% | -2.0% | -2.1% |
| 3M | -1.8% | +3.9% | -5.7% | -3.8% |
| 6M | -10.6% | -3.0% | -7.6% | -10.3% |
| All | -10.6% | -2.9% | -7.7% | -10.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling