+1,705.8%
GSK vs ED
+2,217.3%
-511.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.4% |
| 7D | -1.8% | -0.2% | -1.6% | -1.8% |
| 30D | -2.2% | -0.1% | -2.0% | -2.2% |
| 3M | -1.8% | +3.9% | -5.7% | -3.2% |
| 6M | -10.6% | -3.0% | -7.6% | -9.7% |
| YTD | +4.4% | +10.7% | -6.3% | +0.5% |
| 1Y | +30.4% | +13.3% | +17.1% | +24.2% |
| 3Y | +60.1% | +34.5% | +25.6% | +42.5% |
| 5Y | +46.8% | +67.1% | -20.4% | +19.6% |
| 10Y | +79.2% | +103.0% | -23.8% | +32.3% |
| All | +1,705.8% | +2,217.3% | -511.4% | +378.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling