+76.8%
GSK vs TAP
-52.1%
+128.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.4% | -1.9% |
| 7D | -4.2% | -2.3% | -1.9% | -3.7% |
| 30D | -7.5% | -9.4% | +1.9% | -5.7% |
| 3M | -3.3% | -0.8% | -2.5% | -3.3% |
| 6M | -9.3% | -14.7% | +5.4% | -6.7% |
| YTD | +1.6% | -13.9% | +15.5% | +4.2% |
| 1Y | +25.5% | -18.6% | +44.1% | +29.9% |
| 3Y | +49.3% | -32.0% | +81.3% | +58.8% |
| 5Y | +46.7% | -1.0% | +47.6% | +42.4% |
| 10Y | +76.8% | -51.4% | +128.2% | +85.7% |
| All | +76.8% | -52.1% | +128.9% | +85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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