+48.2%
GSK vs TD
+122.4%
-74.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.9% | -1.3% |
| 7D | -5.4% | -2.6% | -2.8% | -4.7% |
| 30D | -4.6% | -1.0% | -3.6% | -4.4% |
| 3M | -5.1% | +5.6% | -10.7% | -6.8% |
| 6M | -11.4% | +27.1% | -38.5% | -17.5% |
| YTD | +0.7% | +29.4% | -28.7% | -6.8% |
| 1Y | +23.0% | +60.7% | -37.7% | +7.0% |
| 3Y | +48.0% | +127.6% | -79.6% | +15.6% |
| 5Y | +48.2% | +125.4% | -77.2% | +19.4% |
| All | +48.2% | +122.4% | -74.2% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling