+76.7%
GSK vs EL
+25.3%
+51.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.7% |
| 7D | -5.4% | -4.4% | -1.1% | -4.9% |
| 30D | -4.6% | +10.3% | -14.9% | -6.0% |
| 3M | -5.1% | +13.4% | -18.5% | -6.9% |
| 6M | -11.4% | +3.1% | -14.5% | -12.4% |
| YTD | +0.7% | -6.9% | +7.6% | +0.3% |
| 1Y | +23.0% | +11.9% | +11.1% | +18.9% |
| 3Y | +48.0% | -33.8% | +81.8% | +50.5% |
| 5Y | +48.2% | -69.0% | +117.2% | +70.8% |
| All | +76.7% | +25.3% | +51.4% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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