+79.4%
GSK vs EQX
+226.7%
-147.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.1% | +4.0% | -0.8% |
| 7D | -5.4% | -7.0% | +1.6% | -5.0% |
| 30D | -4.6% | +4.8% | -9.4% | -4.9% |
| 3M | -5.1% | +25.6% | -30.7% | -6.5% |
| 6M | -11.4% | -25.8% | +14.4% | -10.4% |
| YTD | +0.7% | -12.7% | +13.5% | +0.7% |
| 1Y | +23.0% | +14.1% | +9.0% | +20.9% |
| 3Y | +48.0% | +165.7% | -117.8% | +35.9% |
| 5Y | +48.2% | +81.2% | -33.0% | +35.6% |
| All | +79.4% | +226.7% | -147.3% | +67.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling