+13.1%
GSK vs ESI
+27.8%
-14.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.6% | +9.7% | +4.8% |
| 7D | +4.9% | -6.6% | +11.5% | +4.6% |
| 30D | +9.9% | -10.9% | +20.8% | +9.5% |
| 3M | +0.2% | -13.8% | +14.0% | 0.0% |
| 6M | +2.3% | -21.5% | +23.9% | +1.8% |
| YTD | +7.1% | +34.7% | -27.6% | -1.2% |
| 1Y | +13.1% | +24.9% | -11.8% | +5.6% |
| All | +13.1% | +27.8% | -14.7% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling