+847.3%
GSK vs EME
+53,473.8%
-52,626.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +1.1% | +8.4% | -7.2% | -0.1% |
| 30D | +6.3% | -11.5% | +17.8% | +7.9% |
| 3M | +1.8% | -20.6% | +22.4% | +4.7% |
| 6M | +1.7% | -28.5% | +30.1% | +5.5% |
| YTD | +6.5% | +8.0% | -1.5% | +3.3% |
| 1Y | +9.5% | +6.8% | +2.7% | +6.3% |
| 3Y | +65.3% | +213.9% | -148.6% | +30.2% |
| 5Y | +43.7% | +414.8% | -371.1% | +2.9% |
| 10Y | +104.1% | +916.9% | -812.8% | +25.7% |
| All | +847.3% | +53,473.8% | -52,626.5% | +249.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling