+597.6%
GSK vs EL
+1,831.4%
-1,233.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.3% | -1.0% |
| 7D | -1.1% | +0.3% | -1.3% | -1.1% |
| 30D | +7.8% | +12.3% | -4.4% | +5.4% |
| 3M | +0.3% | +28.4% | -28.1% | -4.7% |
| 6M | +3.4% | +36.7% | -33.3% | -3.4% |
| YTD | +5.9% | +8.4% | -2.5% | +2.2% |
| 1Y | +8.2% | +25.4% | -17.2% | +1.3% |
| 3Y | +65.3% | +3.4% | +61.8% | +53.4% |
| 5Y | +43.3% | -64.8% | +108.1% | +63.3% |
| 10Y | +102.9% | +63.0% | +39.9% | +56.3% |
| All | +597.6% | +1,831.4% | -1,233.8% | +179.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling