+78.6%
GSK vs TECH
+190.5%
-111.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -3.6% | -0.1% | -3.5% | -3.6% |
| 30D | -5.9% | +0.3% | -6.2% | -6.0% |
| 3M | -4.3% | +32.9% | -37.2% | -9.5% |
| 6M | -10.8% | +32.1% | -42.9% | -16.3% |
| YTD | +1.8% | +23.4% | -21.6% | -3.5% |
| 1Y | +23.5% | +34.1% | -10.6% | +14.8% |
| 3Y | +49.5% | +2.2% | +47.4% | +42.7% |
| 5Y | +49.7% | -41.8% | +91.5% | +58.0% |
| All | +78.6% | +190.5% | -111.9% | +20.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling