+194.4%
GSK vs EFV
+249.2%
-54.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | +1.1% | +2.5% | -1.4% | -0.3% |
| 30D | +6.3% | +2.9% | +3.4% | +4.7% |
| 3M | +1.8% | -1.4% | +3.2% | +2.6% |
| 6M | +1.7% | +5.5% | -3.9% | -1.4% |
| YTD | +6.5% | +16.1% | -9.5% | -2.0% |
| 1Y | +9.5% | +20.3% | -10.8% | -1.2% |
| 3Y | +65.3% | +90.4% | -25.1% | +15.6% |
| 5Y | +43.7% | +93.5% | -49.8% | -1.1% |
| 10Y | +104.1% | +161.5% | -57.4% | +17.1% |
| All | +194.4% | +249.2% | -54.7% | +39.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling