+48.2%
GSK vs TRI
-11.1%
+59.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.9% |
| 7D | -5.4% | -14.4% | +9.0% | -3.9% |
| 30D | -4.6% | -8.1% | +3.5% | -3.8% |
| 3M | -5.1% | +17.5% | -22.6% | -6.9% |
| 6M | -11.4% | -5.0% | -6.5% | -11.2% |
| YTD | +0.7% | -24.7% | +25.4% | +5.7% |
| 1Y | +23.0% | -41.5% | +64.5% | +36.4% |
| 3Y | +48.0% | -20.3% | +68.3% | +53.4% |
| 5Y | +48.2% | -10.9% | +59.1% | +45.5% |
| All | +48.2% | -11.1% | +59.4% | +45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling