+1,705.8%
GSK vs TXT
+2,070.1%
-364.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.9% |
| 7D | -1.8% | -4.8% | +3.0% | -1.0% |
| 30D | -2.2% | -10.6% | +8.4% | -0.2% |
| 3M | -1.8% | -13.2% | +11.4% | +0.5% |
| 6M | -10.6% | -20.3% | +9.7% | -7.1% |
| YTD | +4.4% | -9.3% | +13.7% | +5.9% |
| 1Y | +30.4% | -2.7% | +33.1% | +30.4% |
| 3Y | +60.1% | +1.4% | +58.7% | +57.2% |
| 5Y | +46.8% | +9.6% | +37.2% | +40.5% |
| 10Y | +79.2% | +94.9% | -15.7% | +46.4% |
| All | +1,705.8% | +2,070.1% | -364.2% | +614.1% |
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