+274.6%
GSK vs TRI
+509.5%
-234.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.5% |
| 7D | -3.5% | -7.9% | +4.4% | -1.2% |
| 30D | -3.4% | -4.5% | +1.1% | -2.4% |
| 3M | -8.1% | +22.1% | -30.2% | -14.4% |
| 6M | -11.1% | -2.8% | -8.4% | -12.4% |
| YTD | +0.7% | -23.4% | +24.2% | +5.7% |
| 1Y | +20.1% | -41.5% | +61.7% | +37.4% |
| 3Y | +46.1% | -19.2% | +65.3% | +47.9% |
| 5Y | +48.2% | -9.4% | +57.6% | +42.1% |
| 10Y | +80.1% | +195.6% | -115.5% | +11.8% |
| All | +274.6% | +509.5% | -234.9% | +61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling