+68.1%
GSK vs ESI
+77.3%
-9.2%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.1% | -2.7% | +2.3% |
| 7D | +4.9% | -3.5% | +8.4% | +4.9% |
| 30D | +10.8% | -9.3% | +20.1% | +11.0% |
| 3M | -1.8% | -12.8% | +11.0% | -1.6% |
| 6M | +4.1% | -24.6% | +28.7% | +4.8% |
| YTD | +7.9% | +32.7% | -24.9% | +2.9% |
| 1Y | +14.4% | +20.3% | -5.9% | +9.9% |
| 3Y | +68.1% | +80.2% | -12.1% | +56.6% |
| All | +68.1% | +77.3% | -9.2% | +56.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling