+30.5%
GSK vs TPG
+78.6%
-48.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | +0.4% |
| 7D | -3.6% | -6.5% | +2.9% | -3.2% |
| 30D | -5.9% | +0.1% | -6.0% | -6.0% |
| 3M | -4.3% | +14.5% | -18.8% | -5.1% |
| 6M | -10.8% | +17.3% | -28.1% | -11.8% |
| YTD | +1.8% | -20.5% | +22.3% | +2.7% |
| 1Y | +23.5% | -13.2% | +36.7% | +23.8% |
| 3Y | +49.5% | +87.7% | -38.2% | +36.8% |
| All | +30.5% | +78.6% | -48.1% | +14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling