+48.2%
GSK vs TRU
-36.7%
+84.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -5.4% | -9.4% | +4.0% | -4.7% |
| 30D | -4.6% | -4.1% | -0.5% | -4.3% |
| 3M | -5.1% | +13.6% | -18.7% | -6.0% |
| 6M | -11.4% | +3.6% | -15.0% | -11.8% |
| YTD | +0.7% | -9.8% | +10.5% | +1.1% |
| 1Y | +23.0% | -13.6% | +36.7% | +23.7% |
| 3Y | +48.0% | -2.0% | +49.9% | +46.5% |
| 5Y | +48.2% | -35.8% | +84.0% | +51.1% |
| All | +48.2% | -36.7% | +84.9% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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