+20.1%
GSK vs ET
+33.4%
-13.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | -0.1% |
| 7D | -3.5% | +0.2% | -3.8% | -3.5% |
| 30D | -3.4% | +2.9% | -6.3% | -3.1% |
| 3M | -8.1% | +16.8% | -24.9% | -6.2% |
| 6M | -11.1% | +18.9% | -30.0% | -8.5% |
| YTD | +0.7% | +37.7% | -37.0% | +7.5% |
| 1Y | +20.1% | +32.4% | -12.3% | +20.3% |
| All | +20.1% | +33.4% | -13.3% | +20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling