+66.9%
T vs GSK
+80.0%
-13.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.9% |
| 7D | -2.4% | -5.4% | +3.0% | -0.8% |
| 30D | +4.3% | -4.6% | +8.9% | +5.7% |
| 3M | +11.6% | -5.1% | +16.7% | +13.2% |
| 6M | -5.6% | -11.4% | +5.8% | -2.5% |
| YTD | +6.6% | +0.7% | +5.8% | +5.3% |
| 1Y | -8.4% | +23.0% | -31.4% | -15.6% |
| 3Y | +107.8% | +48.0% | +59.9% | +75.7% |
| 5Y | +68.3% | +48.2% | +20.1% | +39.0% |
| All | +66.9% | +80.0% | -13.1% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded GSK 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling