+46.7%
GSK vs ESI
+77.4%
-30.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.8% |
| 7D | -4.2% | +5.4% | -9.6% | -4.6% |
| 30D | -7.5% | -4.2% | -3.3% | -7.2% |
| 3M | -3.3% | -9.6% | +6.3% | -2.9% |
| 6M | -9.3% | +18.3% | -27.6% | -12.4% |
| YTD | +1.6% | +45.8% | -44.2% | -4.7% |
| 1Y | +25.5% | +39.2% | -13.7% | +18.1% |
| 3Y | +49.3% | +86.3% | -37.0% | +32.2% |
| 5Y | +46.7% | +76.2% | -29.6% | +29.5% |
| All | +46.7% | +77.4% | -30.8% | +29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling