+76.7%
GSK vs TECH
+189.8%
-113.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -5.4% | -0.5% | -4.9% | -5.3% |
| 30D | -4.6% | 0.0% | -4.6% | -4.6% |
| 3M | -5.1% | +37.4% | -42.6% | -10.9% |
| 6M | -11.4% | +36.9% | -48.3% | -17.5% |
| YTD | +0.7% | +23.1% | -22.4% | -4.4% |
| 1Y | +23.0% | +42.2% | -19.2% | +13.1% |
| 3Y | +48.0% | +1.9% | +46.0% | +41.3% |
| 5Y | +48.2% | -42.9% | +91.1% | +57.2% |
| All | +76.7% | +189.8% | -113.1% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TECH 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling