+49.7%
GSK vs EL
-68.4%
+118.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.4% |
| 7D | -3.6% | -2.4% | -1.2% | -3.4% |
| 30D | -5.9% | +13.7% | -19.6% | -7.1% |
| 3M | -4.3% | +14.5% | -18.7% | -5.6% |
| 6M | -10.8% | +7.4% | -18.2% | -11.8% |
| YTD | +1.8% | -4.7% | +6.5% | +1.2% |
| 1Y | +23.5% | +12.9% | +10.5% | +20.5% |
| 3Y | +49.5% | -32.2% | +81.8% | +50.0% |
| 5Y | +49.7% | -68.4% | +118.1% | +63.0% |
| All | +49.7% | -68.4% | +118.0% | +63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling