+76.7%
GSK vs TRGP
+863.3%
-786.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -3.5% | +0.1% | -3.6% | -3.5% |
| 30D | -3.4% | +8.0% | -11.5% | -4.0% |
| 3M | -8.1% | +8.3% | -16.4% | -8.7% |
| 6M | -11.1% | +23.9% | -35.0% | -12.7% |
| YTD | +0.7% | +59.6% | -58.9% | -2.9% |
| 1Y | +20.1% | +79.4% | -59.3% | +14.7% |
| 3Y | +46.1% | +269.4% | -223.3% | +30.5% |
| 5Y | +48.2% | +641.6% | -593.4% | +24.5% |
| All | +76.7% | +863.3% | -786.5% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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