+12.0%
GSK vs TMF
-25.6%
+37.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | +0.7% |
| 7D | +5.2% | -1.1% | +6.3% | +5.5% |
| 30D | +10.2% | +11.8% | -1.6% | +6.6% |
| 3M | -0.9% | -4.0% | +3.1% | +0.1% |
| 6M | +3.5% | -16.5% | +20.0% | +8.6% |
| YTD | +7.2% | -19.9% | +27.1% | +14.3% |
| 1Y | +12.0% | -25.6% | +37.6% | +22.7% |
| All | +12.0% | -25.6% | +37.6% | +22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling