+160.6%
GSK vs ET
+1,435.7%
-1,275.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.8% | -2.7% |
| 7D | -4.2% | +0.4% | -4.6% | -4.2% |
| 30D | -7.5% | +6.9% | -14.4% | -8.4% |
| 3M | -3.3% | +13.1% | -16.4% | -4.9% |
| 6M | -9.3% | +18.7% | -28.0% | -11.5% |
| YTD | +1.6% | +37.4% | -35.8% | -2.8% |
| 1Y | +25.5% | +34.8% | -9.3% | +20.3% |
| 3Y | +49.3% | +96.8% | -47.5% | +34.7% |
| 5Y | +46.7% | +238.2% | -191.6% | +21.7% |
| 10Y | +76.8% | +159.4% | -82.6% | +44.2% |
| All | +160.6% | +1,435.7% | -1,275.1% | +9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling