+1,657.0%
GSK vs EFX
+6,208.7%
-4,551.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.1% | +0.4% | -2.0% |
| 7D | -4.2% | -7.8% | +3.6% | -2.5% |
| 30D | -7.5% | -5.7% | -1.8% | -6.4% |
| 3M | -3.3% | +2.5% | -5.8% | -4.2% |
| 6M | -9.3% | -16.7% | +7.3% | -6.4% |
| YTD | +1.6% | -20.2% | +21.8% | +5.2% |
| 1Y | +25.5% | -31.4% | +56.9% | +34.0% |
| 3Y | +49.3% | -10.5% | +59.8% | +47.5% |
| 5Y | +46.7% | -35.2% | +81.9% | +51.9% |
| 10Y | +76.8% | +40.2% | +36.7% | +47.3% |
| All | +1,657.0% | +6,208.7% | -4,551.7% | +528.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling