+1,754.3%
GSK vs TAP
+813.1%
+941.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | +5.2% | -4.5% | +9.7% | +6.0% |
| 30D | +10.2% | +7.5% | +2.7% | +8.8% |
| 3M | -0.9% | -4.9% | +4.0% | -0.3% |
| 6M | +3.5% | -3.5% | +7.0% | +3.8% |
| YTD | +7.2% | -11.4% | +18.6% | +8.8% |
| 1Y | +12.0% | -10.8% | +22.8% | +13.5% |
| 3Y | +67.3% | -24.5% | +91.8% | +72.8% |
| 5Y | +45.3% | +2.5% | +42.8% | +41.6% |
| 10Y | +101.8% | -47.6% | +149.4% | +111.3% |
| All | +1,754.3% | +813.1% | +941.2% | +1,110.3% |
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 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