+46.1%
GSK vs ET
+97.8%
-51.7%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.3% | -1.0% |
| 7D | -5.4% | +1.4% | -6.8% | -5.4% |
| 30D | -4.6% | +4.6% | -9.2% | -4.5% |
| 3M | -5.1% | +16.0% | -21.1% | -4.9% |
| 6M | -11.4% | +22.8% | -34.2% | -11.1% |
| YTD | +0.7% | +38.9% | -38.1% | +1.1% |
| 1Y | +23.0% | +34.1% | -11.1% | +23.5% |
| All | +46.1% | +97.8% | -51.7% | +36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling