+1,721.8%
GSK vs TAP
+821.1%
+900.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.3% | +0.6% |
| 7D | +1.7% | +0.5% | +1.1% | +1.5% |
| 30D | +7.0% | +9.1% | -2.1% | +5.4% |
| 3M | -2.7% | -3.8% | +1.1% | -2.2% |
| 6M | +1.4% | -3.4% | +4.9% | +1.7% |
| YTD | +5.3% | -10.6% | +16.0% | +6.7% |
| 1Y | +10.6% | -4.4% | +15.0% | +10.8% |
| 3Y | +62.6% | -24.4% | +87.0% | +67.9% |
| 5Y | +41.7% | +2.1% | +39.6% | +38.2% |
| 10Y | +104.7% | -48.7% | +153.5% | +115.1% |
| All | +1,721.8% | +821.1% | +900.6% | +1,087.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling