+61.4%
T vs GSK
+102.0%
-40.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.8% |
| 7D | +2.0% | -1.1% | +3.0% | +2.3% |
| 30D | -1.0% | +7.8% | -8.9% | -3.3% |
| 3M | -8.1% | +0.3% | -8.4% | -8.3% |
| 6M | -8.3% | +3.4% | -11.7% | -9.5% |
| YTD | -6.1% | +5.9% | -12.0% | -8.7% |
| 1Y | -7.4% | +8.2% | -15.6% | -10.6% |
| 3Y | +65.4% | +65.3% | +0.2% | +34.6% |
| 5Y | +57.6% | +43.3% | +14.3% | +33.1% |
| 10Y | +61.4% | +102.9% | -41.5% | +17.5% |
| All | +61.4% | +102.0% | -40.6% | +17.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling