+103.6%
GSK vs EXPD
+304.0%
-200.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.2% |
| 7D | +1.7% | -7.2% | +8.8% | +2.9% |
| 30D | +7.0% | -3.3% | +10.3% | +7.6% |
| 3M | -2.7% | +3.4% | -6.0% | -3.4% |
| 6M | +1.4% | +22.7% | -21.3% | -2.6% |
| YTD | +5.3% | +24.5% | -19.2% | +0.3% |
| 1Y | +10.6% | +38.6% | -28.0% | +3.1% |
| 3Y | +62.6% | +71.5% | -8.9% | +43.2% |
| 5Y | +41.7% | +56.2% | -14.6% | +25.5% |
| All | +103.6% | +304.0% | -200.4% | +54.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling