+46.7%
GSK vs TECH
-41.8%
+88.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.7% |
| 7D | -4.2% | +0.2% | -4.4% | -4.2% |
| 30D | -7.5% | +0.1% | -7.7% | -7.5% |
| 3M | -3.3% | +37.5% | -40.8% | -7.9% |
| 6M | -9.3% | +34.6% | -43.9% | -14.0% |
| YTD | +1.6% | +23.5% | -21.9% | -2.5% |
| 1Y | +25.5% | +34.4% | -8.9% | +18.5% |
| 3Y | +49.3% | +2.3% | +47.0% | +43.7% |
| 5Y | +46.7% | -41.7% | +88.4% | +47.4% |
| All | +46.7% | -41.8% | +88.5% | +47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling