+587.8%
GSK vs EL
+1,685.7%
-1,097.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.0% | -4.9% | -2.5% |
| 7D | -1.8% | +0.8% | -2.6% | -2.0% |
| 30D | -2.2% | +19.8% | -22.0% | -5.8% |
| 3M | -1.8% | +25.7% | -27.5% | -6.5% |
| 6M | -10.6% | +5.4% | -16.1% | -12.5% |
| YTD | +4.4% | +0.2% | +4.2% | +2.4% |
| 1Y | +30.4% | +20.4% | +10.0% | +22.6% |
| 3Y | +60.1% | -32.1% | +92.2% | +61.7% |
| 5Y | +46.8% | -67.2% | +114.0% | +69.4% |
| 10Y | +79.2% | +31.7% | +47.5% | +44.7% |
| All | +587.8% | +1,685.7% | -1,097.9% | +180.0% |
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 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