+48.2%
GSK vs TXG
-64.0%
+112.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.3% | -1.0% |
| 7D | -5.4% | +5.0% | -10.4% | -5.6% |
| 30D | -4.6% | +13.5% | -18.1% | -5.2% |
| 3M | -5.1% | +128.0% | -133.1% | -8.9% |
| 6M | -11.4% | +224.4% | -235.9% | -16.6% |
| YTD | +0.7% | +307.0% | -306.3% | -6.3% |
| 1Y | +23.0% | +427.2% | -404.2% | +12.6% |
| 3Y | +48.0% | +40.2% | +7.8% | +40.4% |
| 5Y | +48.2% | -64.0% | +112.2% | +43.0% |
| All | +48.2% | -64.0% | +112.3% | +43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling