+20.1%
GSK vs TRI
-40.4%
+60.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | 0.0% |
| 7D | -3.5% | -7.9% | +4.4% | -3.5% |
| 30D | -3.4% | -4.5% | +1.1% | -3.4% |
| 3M | -8.1% | +22.1% | -30.2% | -6.9% |
| 6M | -11.1% | -2.8% | -8.4% | -11.2% |
| YTD | +0.7% | -23.4% | +24.2% | -0.1% |
| 1Y | +20.1% | -41.5% | +61.7% | +13.2% |
| All | +20.1% | -40.4% | +60.5% | +13.2% |
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