+13.1%
GSK vs EOSE
-85.5%
+98.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +12.6% | -7.6% | +5.1% |
| 7D | +4.9% | +9.7% | -4.8% | +5.0% |
| 30D | +9.9% | -34.6% | +44.4% | +9.6% |
| 3M | +0.2% | -50.8% | +51.0% | -0.1% |
| 6M | +2.3% | -66.5% | +68.8% | +1.9% |
| YTD | +7.1% | -81.3% | +88.4% | +4.4% |
| 1Y | +13.1% | -84.8% | +97.9% | +10.5% |
| All | +13.1% | -85.5% | +98.6% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 1y: compounded portfolio wealth divided by compounded EOSE 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…
1y analysis · Full analysis span regression · 6 months rolling