+1,733.0%
GSK vs TXT
+2,214.4%
-481.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.4% |
| 7D | +0.5% | -1.1% | +1.5% | +0.6% |
| 30D | +9.4% | +13.3% | -3.8% | +6.8% |
| 3M | +1.6% | -5.1% | +6.7% | +2.3% |
| 6M | +1.3% | -7.1% | +8.4% | +2.2% |
| YTD | +6.0% | -3.2% | +9.2% | +6.0% |
| 1Y | +9.1% | +2.3% | +6.8% | +8.0% |
| 3Y | +65.4% | +11.1% | +54.3% | +59.5% |
| 5Y | +43.0% | +10.0% | +33.0% | +36.6% |
| 10Y | +103.1% | +91.1% | +12.0% | +66.3% |
| All | +1,733.0% | +2,214.4% | -481.5% | +614.9% |
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