+168.4%
GSK vs TDY
+6,969.6%
-6,801.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.3% | -1.1% |
| 7D | -5.4% | -1.9% | -3.5% | -5.1% |
| 30D | -4.6% | -12.5% | +7.9% | -2.7% |
| 3M | -5.1% | -0.8% | -4.3% | -5.1% |
| 6M | -11.4% | -9.0% | -2.5% | -10.4% |
| YTD | +0.7% | +16.8% | -16.1% | -1.9% |
| 1Y | +23.0% | +9.5% | +13.6% | +20.8% |
| 3Y | +48.0% | +45.4% | +2.6% | +38.5% |
| 5Y | +48.2% | +37.8% | +10.4% | +38.7% |
| 10Y | +80.0% | +470.2% | -390.2% | +36.0% |
| All | +168.4% | +6,969.6% | -6,801.3% | +62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling