+76.8%
GSK vs ES
+85.1%
-8.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.9% |
| 7D | -4.2% | +1.4% | -5.6% | -4.6% |
| 30D | -7.5% | -1.2% | -6.4% | -7.2% |
| 3M | -3.3% | +5.0% | -8.3% | -4.8% |
| 6M | -9.3% | -2.8% | -6.5% | -8.7% |
| YTD | +1.6% | +8.6% | -7.0% | -1.3% |
| 1Y | +25.5% | +18.9% | +6.6% | +17.7% |
| 3Y | +49.3% | +32.1% | +17.1% | +33.2% |
| 5Y | +46.7% | -5.1% | +51.7% | +44.9% |
| 10Y | +76.8% | +84.2% | -7.4% | +48.2% |
| All | +76.8% | +85.1% | -8.3% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ES 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling