+47.6%
GSK vs TRGP
+261.7%
-214.1%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.2% |
| 7D | -3.6% | -0.7% | -2.9% | -3.6% |
| 30D | -5.9% | +9.5% | -15.4% | -5.9% |
| 3M | -4.3% | +10.8% | -15.1% | -4.2% |
| 6M | -10.8% | +25.3% | -36.1% | -10.8% |
| YTD | +1.8% | +60.3% | -58.5% | +1.8% |
| 1Y | +23.5% | +84.6% | -61.1% | +23.3% |
| All | +47.6% | +261.7% | -214.1% | +40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling