+1,705.8%
GSK vs TAP
+825.0%
+880.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.8% | -1.9% |
| 7D | -1.8% | -2.3% | +0.5% | -1.5% |
| 30D | -2.2% | -2.1% | 0.0% | -1.9% |
| 3M | -1.8% | +6.6% | -8.4% | -2.9% |
| 6M | -10.6% | -11.5% | +0.9% | -9.1% |
| YTD | +4.4% | -10.3% | +14.7% | +5.9% |
| 1Y | +30.4% | -14.4% | +44.8% | +33.0% |
| 3Y | +60.1% | -28.3% | +88.4% | +66.8% |
| 5Y | +46.8% | +1.7% | +45.1% | +43.3% |
| 10Y | +79.2% | -49.2% | +128.4% | +88.7% |
| All | +1,705.8% | +825.0% | +880.8% | +1,077.5% |
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