+81.0%
GSK vs TMF
-87.2%
+168.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -1.9% |
| 7D | -1.8% | -1.4% | -0.4% | -1.8% |
| 30D | -2.2% | -2.8% | +0.7% | -2.2% |
| 3M | -1.8% | -10.9% | +9.1% | -1.7% |
| 6M | -10.6% | -21.3% | +10.7% | -10.5% |
| YTD | +4.4% | -15.9% | +20.3% | +4.6% |
| 1Y | +30.4% | -15.7% | +46.2% | +30.6% |
| 3Y | +60.1% | -43.4% | +103.4% | +59.7% |
| 5Y | +46.8% | -87.8% | +134.6% | +34.8% |
| All | +81.0% | -87.2% | +168.2% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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