+13.1%
GSK vs EXPD
+53.8%
-40.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.2% | +8.3% | +5.2% |
| 7D | +4.9% | +0.3% | +4.7% | +4.8% |
| 30D | +9.9% | +1.8% | +8.0% | +9.7% |
| 3M | +0.2% | +8.9% | -8.8% | -0.4% |
| 6M | +2.3% | +42.2% | -39.9% | +0.3% |
| YTD | +7.1% | +33.4% | -26.3% | +4.2% |
| 1Y | +13.1% | +47.2% | -34.1% | +7.7% |
| All | +13.1% | +53.8% | -40.7% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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