+83.1%
GSK vs EOSE
-58.6%
+141.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +0.2% |
| 7D | -3.6% | +15.0% | -18.5% | -3.7% |
| 30D | -5.9% | +2.5% | -8.4% | -6.0% |
| 3M | -4.3% | -33.7% | +29.5% | -4.0% |
| 6M | -10.8% | -32.7% | +21.9% | -10.8% |
| YTD | +1.8% | -63.8% | +65.6% | +2.2% |
| 1Y | +23.5% | -40.5% | +64.0% | +22.8% |
| 3Y | +49.5% | +50.4% | -0.8% | +44.3% |
| 5Y | +49.7% | -68.6% | +118.2% | +41.2% |
| All | +83.1% | -58.6% | +141.8% | +82.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling