+13.1%
GSK vs TRI
-22.4%
+35.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +6.4% | -1.4% | +4.7% |
| 7D | +4.9% | +1.0% | +4.0% | +4.8% |
| 30D | +9.9% | +20.8% | -10.9% | +9.2% |
| 3M | +0.2% | +8.1% | -7.9% | -0.4% |
| 6M | +2.3% | +24.2% | -21.8% | +1.6% |
| YTD | +7.1% | -7.8% | +14.8% | +10.9% |
| 1Y | +13.1% | -16.7% | +29.8% | +19.9% |
| All | +13.1% | -22.4% | +35.6% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 1y: compounded portfolio wealth divided by compounded TRI 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…
1y analysis · Full analysis span regression · 6 months rolling