+803.3%
GSK vs EME
+62,686.5%
-61,883.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.5% | -5.2% | -3.1% |
| 7D | -4.2% | +5.2% | -9.3% | -4.9% |
| 30D | -7.5% | -5.4% | -2.2% | -6.9% |
| 3M | -3.3% | -6.1% | +2.8% | -3.1% |
| 6M | -9.3% | +9.7% | -19.0% | -11.5% |
| YTD | +1.6% | +26.6% | -25.0% | -3.2% |
| 1Y | +25.5% | +24.6% | +0.9% | +19.0% |
| 3Y | +49.3% | +249.6% | -200.3% | +16.3% |
| 5Y | +46.7% | +556.6% | -509.9% | +1.6% |
| 10Y | +76.8% | +1,286.6% | -1,209.8% | +4.2% |
| All | +803.3% | +62,686.5% | -61,883.2% | +226.9% |
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