+76.7%
GSK vs ET
+177.0%
-100.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -3.5% | +0.2% | -3.8% | -3.6% |
| 30D | -3.4% | +2.9% | -6.3% | -3.8% |
| 3M | -8.1% | +16.8% | -24.9% | -9.7% |
| 6M | -11.1% | +18.9% | -30.0% | -12.9% |
| YTD | +0.7% | +37.7% | -37.0% | -2.9% |
| 1Y | +20.1% | +32.4% | -12.3% | +16.2% |
| 3Y | +46.1% | +99.5% | -53.4% | +33.5% |
| 5Y | +48.2% | +244.0% | -195.7% | +25.8% |
| All | +76.7% | +177.0% | -100.3% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 10y: compounded portfolio wealth divided by compounded ET 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…
10y analysis · Full analysis span regression · 6 months rolling