+76.7%
GSK vs TD
+306.3%
-229.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | -3.5% | -0.5% | -3.0% | -3.4% |
| 30D | -3.4% | -1.9% | -1.6% | -2.9% |
| 3M | -8.1% | +4.8% | -12.9% | -9.8% |
| 6M | -11.1% | +28.0% | -39.1% | -18.5% |
| YTD | +0.7% | +30.3% | -29.6% | -8.3% |
| 1Y | +20.1% | +59.8% | -39.6% | +1.8% |
| 3Y | +46.1% | +124.7% | -78.6% | +9.1% |
| 5Y | +48.2% | +127.0% | -78.7% | +8.8% |
| All | +76.7% | +306.3% | -229.6% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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