+49.7%
GSK vs EFX
-36.4%
+86.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.2% | +0.5% |
| 7D | -3.6% | -9.4% | +5.8% | -2.2% |
| 30D | -5.9% | -6.9% | +1.0% | -5.0% |
| 3M | -4.3% | +0.1% | -4.4% | -4.4% |
| 6M | -10.8% | -17.3% | +6.5% | -8.7% |
| YTD | +1.8% | -21.8% | +23.6% | +4.5% |
| 1Y | +23.5% | -32.5% | +56.0% | +29.5% |
| 3Y | +49.5% | -12.3% | +61.9% | +50.9% |
| 5Y | +49.7% | -36.6% | +86.3% | +51.5% |
| All | +49.7% | -36.4% | +86.1% | +51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling