+42.9%
GSK vs EXPD
+62.4%
-19.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -1.6% |
| 7D | -1.1% | -1.6% | +0.5% | -0.9% |
| 30D | +7.8% | +0.6% | +7.2% | +7.7% |
| 3M | +0.3% | +9.8% | -9.5% | -0.9% |
| 6M | +3.4% | +25.8% | -22.3% | +0.5% |
| YTD | +5.9% | +31.3% | -25.4% | +2.0% |
| 1Y | +8.2% | +40.9% | -32.7% | +3.2% |
| 3Y | +65.3% | +74.7% | -9.5% | +51.6% |
| All | +42.9% | +62.4% | -19.5% | +30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling