+64.3%
T vs GSK
+81.9%
-17.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -1.9% | -1.8% |
| 7D | -3.1% | -3.6% | +0.5% | -2.0% |
| 30D | +4.6% | -5.9% | +10.5% | +6.4% |
| 3M | +12.2% | -4.3% | +16.5% | +13.6% |
| 6M | -6.5% | -10.8% | +4.3% | -3.6% |
| YTD | +4.9% | +1.8% | +3.1% | +3.4% |
| 1Y | -10.5% | +23.5% | -34.0% | -17.6% |
| 3Y | +104.6% | +49.5% | +55.1% | +72.4% |
| 5Y | +64.2% | +49.7% | +14.5% | +35.3% |
| All | +64.3% | +81.9% | -17.6% | +23.1% |
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