+166.3%
GSK vs TKO
+1,439.7%
-1,273.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.0% | -7.7% | -3.2% |
| 7D | -4.2% | +7.2% | -11.3% | -4.8% |
| 30D | -7.5% | +4.7% | -12.2% | -8.0% |
| 3M | -3.3% | -3.2% | -0.1% | -3.1% |
| 6M | -9.3% | -2.9% | -6.5% | -9.3% |
| YTD | +1.6% | -5.8% | +7.4% | +1.8% |
| 1Y | +25.5% | -1.1% | +26.5% | +25.1% |
| 3Y | +49.3% | +111.1% | -61.8% | +36.9% |
| 5Y | +46.7% | +315.6% | -268.9% | +24.7% |
| 10Y | +76.8% | +978.5% | -901.6% | +32.1% |
| All | +166.3% | +1,439.7% | -1,273.5% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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