+43.0%
GSK vs TD
+103.6%
-60.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +0.5% | +0.6% | -0.1% | +0.3% |
| 30D | +9.4% | +5.0% | +4.5% | +8.0% |
| 3M | +1.6% | +1.1% | +0.5% | +1.2% |
| 6M | +1.3% | +16.5% | -15.1% | -3.3% |
| YTD | +6.0% | +34.3% | -28.3% | -2.9% |
| 1Y | +9.1% | +52.9% | -43.8% | -3.8% |
| 3Y | +65.4% | +132.2% | -66.8% | +28.6% |
| 5Y | +43.0% | +101.9% | -58.9% | +17.3% |
| All | +43.0% | +103.6% | -60.7% | +17.3% |
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 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