+23.5%
GSK vs EL
+12.1%
+11.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.3% |
| 7D | -3.6% | -2.4% | -1.2% | -3.5% |
| 30D | -5.9% | +13.7% | -19.6% | -6.7% |
| 3M | -4.3% | +14.5% | -18.7% | -5.0% |
| 6M | -10.8% | +7.4% | -18.2% | -11.8% |
| YTD | +1.8% | -4.7% | +6.5% | +0.3% |
| 1Y | +23.5% | +12.9% | +10.5% | +22.3% |
| All | +23.5% | +12.1% | +11.4% | +22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling