+8.2%
GSK vs ESI
+23.9%
-15.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.0% | -5.2% | -1.1% |
| 7D | -1.1% | +1.8% | -2.9% | -1.0% |
| 30D | +7.8% | -6.6% | +14.4% | +7.6% |
| 3M | +0.3% | -9.4% | +9.7% | +0.1% |
| 6M | +3.4% | -24.1% | +27.6% | +3.4% |
| YTD | +5.9% | +37.1% | -31.2% | -3.2% |
| 1Y | +8.2% | +24.5% | -16.3% | +0.8% |
| All | +8.2% | +23.9% | -15.6% | +0.8% |
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 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