+105.2%
GSK vs EFX
+80.5%
+24.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | +1.1% | -0.8% | +1.9% | +1.3% |
| 30D | +6.3% | +25.1% | -18.8% | +2.1% |
| 3M | +1.8% | +1.7% | +0.2% | +1.2% |
| 6M | +1.7% | +18.4% | -16.7% | -1.9% |
| YTD | +6.5% | -12.5% | +19.1% | +7.7% |
| 1Y | +9.5% | -8.1% | +17.6% | +9.7% |
| 3Y | +65.3% | +4.8% | +60.5% | +59.6% |
| 5Y | +43.7% | -30.1% | +73.9% | +46.8% |
| All | +105.2% | +80.5% | +24.7% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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