+103.6%
GSK vs ES
+85.7%
+17.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.7% |
| 7D | +1.7% | +1.9% | -0.2% | +1.0% |
| 30D | +7.0% | +7.1% | 0.0% | +4.8% |
| 3M | -2.7% | -1.9% | -0.7% | -2.2% |
| 6M | +1.4% | +4.4% | -2.9% | 0.0% |
| YTD | +5.3% | +7.3% | -2.0% | +2.6% |
| 1Y | +10.6% | +2.1% | +8.5% | +9.1% |
| 3Y | +62.6% | +41.8% | +20.7% | +41.9% |
| 5Y | +41.7% | +1.4% | +40.2% | +36.7% |
| All | +103.6% | +85.7% | +17.9% | +76.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling