+92.8%
GSK vs TRU
+228.6%
-135.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | +0.1% | -2.3% |
| 7D | -4.2% | -7.2% | +3.0% | -3.1% |
| 30D | -7.5% | -2.8% | -4.7% | -7.2% |
| 3M | -3.3% | +13.0% | -16.3% | -5.2% |
| 6M | -9.3% | +0.7% | -10.0% | -9.8% |
| YTD | +1.6% | -9.0% | +10.6% | +2.1% |
| 1Y | +25.5% | -16.3% | +41.8% | +27.5% |
| 3Y | +49.3% | -1.1% | +50.3% | +43.7% |
| 5Y | +46.7% | -36.0% | +82.7% | +52.9% |
| 10Y | +76.8% | +139.9% | -63.1% | +33.3% |
| All | +92.8% | +228.6% | -135.8% | +37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling