+82.5%
GSK vs ESI
+224.6%
-142.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.9% | -4.9% | -2.3% |
| 7D | -1.8% | +3.3% | -5.2% | -2.3% |
| 30D | -2.2% | -5.9% | +3.7% | -1.5% |
| 3M | -1.8% | -14.1% | +12.3% | -0.5% |
| 6M | -10.6% | +6.6% | -17.2% | -12.5% |
| YTD | +4.4% | +45.0% | -40.6% | -2.1% |
| 1Y | +30.4% | +41.5% | -11.0% | +22.3% |
| 3Y | +60.1% | +78.8% | -18.7% | +43.2% |
| 5Y | +46.8% | +70.9% | -24.1% | +30.4% |
| 10Y | +79.2% | +317.1% | -237.9% | +34.6% |
| All | +82.5% | +224.6% | -142.1% | +45.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling