+61.9%
GSK vs ESI
+81.9%
-20.0%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.9% | -4.9% | -2.1% |
| 7D | -1.8% | +3.3% | -5.2% | -2.0% |
| 30D | -2.2% | -5.9% | +3.7% | -1.9% |
| 3M | -1.8% | -14.1% | +12.3% | -1.4% |
| 6M | -10.6% | +6.6% | -17.2% | -12.3% |
| YTD | +4.4% | +45.0% | -40.6% | -0.3% |
| 1Y | +30.4% | +41.5% | -11.0% | +24.4% |
| All | +61.9% | +81.9% | -20.0% | +48.0% |
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