+76.7%
GSK vs EME
+1,362.1%
-1,285.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | -0.4% |
| 7D | -3.5% | +3.5% | -7.0% | -3.9% |
| 30D | -3.4% | -6.3% | +2.9% | -2.9% |
| 3M | -8.1% | -3.8% | -4.4% | -8.1% |
| 6M | -11.1% | +8.5% | -19.6% | -12.5% |
| YTD | +0.7% | +27.8% | -27.1% | -2.9% |
| 1Y | +20.1% | +22.2% | -2.1% | +15.7% |
| 3Y | +46.1% | +253.5% | -207.4% | +15.5% |
| 5Y | +48.2% | +578.6% | -530.4% | +2.1% |
| All | +76.7% | +1,362.1% | -1,285.4% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 10y: compounded portfolio wealth divided by compounded EME 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…
10y analysis · Full analysis span regression · 6 months rolling