+20.1%
GSK vs TXG
+453.6%
-433.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.3% | 0.0% |
| 7D | -3.5% | +9.5% | -13.0% | -3.7% |
| 30D | -3.4% | +18.8% | -22.2% | -3.8% |
| 3M | -8.1% | +136.1% | -144.2% | -10.1% |
| 6M | -11.1% | +235.2% | -246.4% | -14.2% |
| YTD | +0.7% | +320.5% | -319.8% | -2.4% |
| 1Y | +20.1% | +425.2% | -405.0% | +16.5% |
| All | +20.1% | +453.6% | -433.5% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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