+49.2%
GSK vs EXPD
+61.6%
-12.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.0% |
| 7D | -1.8% | -1.1% | -0.7% | -1.7% |
| 30D | -2.2% | +4.1% | -6.2% | -2.7% |
| 3M | -1.8% | +17.9% | -19.7% | -3.8% |
| 6M | -10.6% | +29.2% | -39.8% | -13.4% |
| YTD | +4.4% | +27.4% | -22.9% | +1.0% |
| 1Y | +30.4% | +56.8% | -26.4% | +22.5% |
| 3Y | +60.1% | +68.0% | -8.0% | +47.9% |
| All | +49.2% | +61.6% | -12.4% | +34.9% |
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