+25.5%
GSK vs TAP
-19.0%
+44.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.4% | -2.0% |
| 7D | -4.2% | -2.3% | -1.9% | -3.8% |
| 30D | -7.5% | -9.4% | +1.9% | -6.0% |
| 3M | -3.3% | -0.8% | -2.5% | -3.1% |
| 6M | -9.3% | -14.7% | +5.4% | -7.6% |
| YTD | +1.6% | -13.9% | +15.5% | +3.1% |
| 1Y | +25.5% | -18.6% | +44.1% | +31.8% |
| All | +25.5% | -19.0% | +44.5% | +31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling