+81.9%
GSK vs TXT
+100.3%
-18.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | +0.1% |
| 7D | -3.6% | +0.8% | -4.4% | -3.7% |
| 30D | -5.9% | -10.4% | +4.5% | -4.1% |
| 3M | -4.3% | -14.3% | +10.1% | -1.7% |
| 6M | -10.8% | -15.1% | +4.3% | -8.4% |
| YTD | +1.8% | -8.3% | +10.1% | +3.0% |
| 1Y | +23.5% | -0.7% | +24.2% | +23.1% |
| 3Y | +49.5% | +6.0% | +43.6% | +45.5% |
| 5Y | +49.7% | +12.5% | +37.1% | +42.2% |
| 10Y | +81.9% | +103.2% | -21.3% | +42.2% |
| All | +81.9% | +100.3% | -18.4% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling