+610.6%
GSK vs EL
+1,845.6%
-1,235.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.8% | -0.4% | +1.9% |
| 7D | +4.9% | +8.0% | -3.1% | +3.4% |
| 30D | +10.8% | +15.4% | -4.6% | +7.8% |
| 3M | -1.8% | +28.5% | -30.3% | -6.8% |
| 6M | +4.1% | +32.2% | -28.1% | -2.1% |
| YTD | +7.9% | +9.2% | -1.3% | +3.9% |
| 1Y | +14.4% | +30.8% | -16.3% | +6.2% |
| 3Y | +68.1% | +3.7% | +64.4% | +55.9% |
| 5Y | +47.7% | -64.8% | +112.5% | +68.3% |
| 10Y | +100.5% | +60.0% | +40.4% | +55.1% |
| All | +610.6% | +1,845.6% | -1,235.1% | +184.2% |
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