+46.1%
GSK vs EQX
+168.9%
-122.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | 0.0% |
| 7D | -3.5% | -3.2% | -0.3% | -3.4% |
| 30D | -3.4% | +7.8% | -11.2% | -3.6% |
| 3M | -8.1% | +21.3% | -29.5% | -8.6% |
| 6M | -11.1% | -22.4% | +11.3% | -11.0% |
| YTD | +0.7% | -11.3% | +12.1% | +0.8% |
| 1Y | +20.1% | +13.5% | +6.6% | +19.7% |
| 3Y | +46.1% | +162.1% | -116.0% | +45.9% |
| All | +46.1% | +168.9% | -122.8% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 3y: compounded portfolio wealth divided by compounded EQX 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…
3y analysis · Full analysis span regression · 6 months rolling