+105.2%
GSK vs ESI
+318.1%
-212.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | +1.1% | +5.5% | -4.4% | +0.5% |
| 30D | +6.3% | -7.8% | +14.1% | +7.1% |
| 3M | +1.8% | -15.0% | +16.8% | +3.4% |
| 6M | +1.7% | -24.9% | +26.6% | +4.3% |
| YTD | +6.5% | +33.2% | -26.7% | -0.4% |
| 1Y | +9.5% | +24.9% | -15.5% | +3.3% |
| 3Y | +65.3% | +77.8% | -12.4% | +44.7% |
| 5Y | +43.7% | +37.1% | +6.6% | +29.3% |
| All | +105.2% | +318.1% | -212.8% | +49.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling