+23.0%
GSK vs EFX
-32.9%
+55.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -5.4% | -11.1% | +5.7% | -4.0% |
| 30D | -4.6% | -7.4% | +2.8% | -3.7% |
| 3M | -5.1% | +1.5% | -6.6% | -5.0% |
| 6M | -11.4% | -13.7% | +2.3% | -10.0% |
| YTD | +0.7% | -21.9% | +22.6% | +2.4% |
| 1Y | +23.0% | -30.8% | +53.8% | +29.2% |
| All | +23.0% | -32.9% | +55.9% | +29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling