+12.0%
GSK vs TXT
+5.9%
+6.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.9% |
| 7D | +5.2% | -1.1% | +6.3% | +5.4% |
| 30D | +10.2% | +17.1% | -6.9% | +5.9% |
| 3M | -0.9% | -2.6% | +1.7% | -0.1% |
| 6M | +3.5% | -4.6% | +8.0% | +4.2% |
| YTD | +7.2% | -0.3% | +7.6% | +5.3% |
| 1Y | +12.0% | +5.9% | +6.1% | +3.7% |
| All | +12.0% | +5.9% | +6.1% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling