-10.6%
GSK vs EXPD
+28.8%
-39.4%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.0% |
| 7D | -1.8% | -1.1% | -0.7% | -1.8% |
| 30D | -2.2% | +4.1% | -6.2% | -2.3% |
| 3M | -1.8% | +17.9% | -19.7% | -1.9% |
| 6M | -10.6% | +29.2% | -39.8% | -10.4% |
| All | -10.6% | +28.8% | -39.4% | -10.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling