+29.2%
GSK vs TPG
+74.1%
-45.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.1% |
| 7D | -3.5% | -9.4% | +5.9% | -3.0% |
| 30D | -3.4% | -5.3% | +1.8% | -3.2% |
| 3M | -8.1% | +12.9% | -21.0% | -8.8% |
| 6M | -11.1% | +20.1% | -31.2% | -12.2% |
| YTD | +0.7% | -22.5% | +23.2% | +1.8% |
| 1Y | +20.1% | -19.7% | +39.8% | +21.1% |
| 3Y | +46.1% | +81.2% | -35.1% | +34.0% |
| All | +29.2% | +74.1% | -45.0% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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