+188.6%
GSK vs EFV
+258.8%
-70.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -1.8% | +1.5% | -3.3% | -2.6% |
| 30D | -2.2% | +1.7% | -3.9% | -3.1% |
| 3M | -1.8% | +8.6% | -10.5% | -6.3% |
| 6M | -10.6% | +11.7% | -22.3% | -16.0% |
| YTD | +4.4% | +19.3% | -14.9% | -5.4% |
| 1Y | +30.4% | +30.2% | +0.2% | +12.6% |
| 3Y | +60.1% | +91.6% | -31.5% | +11.5% |
| 5Y | +46.8% | +96.4% | -49.6% | +0.1% |
| 10Y | +79.2% | +166.5% | -87.3% | +1.7% |
| All | +188.6% | +258.8% | -70.3% | +34.8% |
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 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