+104.2%
GSK vs TAP
-47.7%
+151.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | +0.5% | -6.3% | +6.8% | +1.8% |
| 30D | +9.4% | +2.7% | +6.7% | +8.7% |
| 3M | +1.6% | -3.7% | +5.3% | +2.1% |
| 6M | +1.3% | -2.0% | +3.3% | +1.4% |
| YTD | +6.0% | -12.3% | +18.3% | +8.1% |
| 1Y | +9.1% | -10.1% | +19.1% | +10.6% |
| 3Y | +65.4% | -25.3% | +90.7% | +72.4% |
| 5Y | +43.0% | -1.9% | +44.9% | +39.1% |
| All | +104.2% | -47.7% | +151.8% | +107.3% |
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