+102.9%
GSK vs ESI
+323.9%
-221.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.0% | -5.2% | -1.7% |
| 7D | -1.1% | +1.8% | -2.9% | -1.3% |
| 30D | +7.8% | -6.6% | +14.4% | +8.4% |
| 3M | +0.3% | -9.4% | +9.7% | +1.0% |
| 6M | +3.4% | -24.1% | +27.6% | +6.1% |
| YTD | +5.9% | +37.1% | -31.2% | -1.3% |
| 1Y | +8.2% | +24.5% | -16.3% | +2.2% |
| 3Y | +65.3% | +83.2% | -17.9% | +44.2% |
| 5Y | +43.3% | +44.0% | -0.6% | +28.1% |
| 10Y | +102.9% | +332.8% | -229.9% | +45.8% |
| All | +102.9% | +323.9% | -221.0% | +45.8% |
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