+177.2%
GSK vs TRGP
+2,231.3%
-2,054.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.8% |
| 7D | -1.8% | +0.8% | -2.6% | -1.9% |
| 30D | -2.2% | +11.5% | -13.7% | -3.2% |
| 3M | -1.8% | +9.0% | -10.8% | -2.7% |
| 6M | -10.6% | +20.5% | -31.1% | -12.3% |
| YTD | +4.4% | +59.5% | -55.1% | -0.1% |
| 1Y | +30.4% | +77.9% | -47.5% | +23.4% |
| 3Y | +60.1% | +253.6% | -193.5% | +40.5% |
| 5Y | +46.8% | +615.5% | -568.7% | +19.5% |
| 10Y | +79.2% | +897.1% | -817.9% | +30.5% |
| All | +177.2% | +2,231.3% | -2,054.1% | +51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling