+46.1%
GSK vs EME
+237.6%
-191.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -1.1% |
| 7D | -5.4% | +0.9% | -6.4% | -5.4% |
| 30D | -4.6% | -8.4% | +3.8% | -4.8% |
| 3M | -5.1% | -3.6% | -1.5% | -5.1% |
| 6M | -11.4% | +3.6% | -15.0% | -11.2% |
| YTD | +0.7% | +22.5% | -21.8% | +1.5% |
| 1Y | +23.0% | +18.2% | +4.8% | +23.8% |
| All | +46.1% | +237.6% | -191.6% | +41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling