+13.1%
GSK vs TDY
+22.9%
-9.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.8% | +9.8% | +5.4% |
| 7D | +4.9% | -5.0% | +10.0% | +5.3% |
| 30D | +9.9% | +2.0% | +7.9% | +9.2% |
| 3M | +0.2% | -7.7% | +7.9% | +1.0% |
| 6M | +2.3% | -0.9% | +3.2% | +1.8% |
| YTD | +7.1% | +23.7% | -16.7% | +2.1% |
| 1Y | +13.1% | +23.6% | -10.5% | +8.0% |
| All | +13.1% | +22.9% | -9.8% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling