+1,754.3%
GSK vs TXT
+2,283.3%
-529.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.9% |
| 3M | -0.9% | -2.6% | +1.7% | -0.7% |
| 6M | +3.5% | -4.6% | +8.0% | +3.9% |
| YTD | +7.2% | -0.3% | +7.6% | +6.7% |
| 1Y | +12.0% | +5.9% | +6.1% | +10.2% |
| 3Y | +67.3% | +14.4% | +52.9% | +60.5% |
| 5Y | +45.3% | +15.9% | +29.4% | +37.4% |
| 10Y | +101.8% | +99.6% | +2.2% | +63.9% |
| All | +1,754.3% | +2,283.3% | -529.0% | +619.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling