+48.2%
GSK vs TDY
+39.0%
+9.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.2% |
| 7D | -3.5% | -1.1% | -2.4% | -3.4% |
| 30D | -3.4% | -12.0% | +8.6% | -1.4% |
| 3M | -8.1% | -3.2% | -4.9% | -7.8% |
| 6M | -11.1% | -7.9% | -3.3% | -10.2% |
| YTD | +0.7% | +18.2% | -17.5% | -2.4% |
| 1Y | +20.1% | +6.7% | +13.5% | +18.2% |
| 3Y | +46.1% | +47.5% | -1.4% | +33.7% |
| All | +48.2% | +39.0% | +9.2% | +33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling