+76.7%
GSK vs EFV
+169.9%
-93.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.6% |
| 7D | -3.5% | -0.8% | -2.7% | -3.0% |
| 30D | -3.4% | +0.6% | -4.1% | -3.8% |
| 3M | -8.1% | +7.5% | -15.7% | -12.2% |
| 6M | -11.1% | +13.0% | -24.2% | -17.7% |
| YTD | +0.7% | +18.3% | -17.6% | -9.3% |
| 1Y | +20.1% | +26.7% | -6.6% | +3.7% |
| 3Y | +46.1% | +89.6% | -43.5% | -1.5% |
| 5Y | +48.2% | +98.2% | -50.0% | -3.6% |
| All | +76.7% | +169.9% | -93.2% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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