+48.2%
GSK vs EOSE
-70.0%
+118.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -3.5% | +1.8% | -5.3% | -3.6% |
| 30D | -3.4% | -6.8% | +3.4% | -3.4% |
| 3M | -8.1% | -36.3% | +28.2% | -7.8% |
| 6M | -11.1% | -38.8% | +27.6% | -11.0% |
| YTD | +0.7% | -65.5% | +66.3% | +1.3% |
| 1Y | +20.1% | -45.3% | +65.4% | +19.5% |
| 3Y | +46.1% | +44.2% | +2.0% | +39.8% |
| All | +48.2% | -70.0% | +118.2% | +45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling