+1,705.8%
GSK vs ES
+1,243.3%
+462.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.8% |
| 7D | -1.8% | +0.3% | -2.1% | -1.9% |
| 30D | -2.2% | -2.0% | -0.2% | -1.7% |
| 3M | -1.8% | +1.7% | -3.5% | -2.3% |
| 6M | -10.6% | -3.5% | -7.1% | -9.9% |
| YTD | +4.4% | +7.9% | -3.5% | +2.0% |
| 1Y | +30.4% | +17.2% | +13.3% | +24.1% |
| 3Y | +60.1% | +29.3% | +30.8% | +46.5% |
| 5Y | +46.8% | -5.7% | +52.5% | +45.0% |
| 10Y | +79.2% | +85.2% | -6.0% | +46.2% |
| All | +1,705.8% | +1,243.3% | +462.6% | +714.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling