+55.7%
T vs GSK
+47.2%
+8.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.3% |
| 7D | +1.7% | +4.9% | -3.2% | +0.7% |
| 30D | -1.7% | +10.8% | -12.6% | -3.7% |
| 3M | -7.3% | -1.8% | -5.5% | -7.1% |
| 6M | -11.2% | +4.1% | -15.3% | -12.0% |
| YTD | -8.1% | +7.9% | -15.9% | -10.0% |
| 1Y | -8.0% | +14.4% | -22.5% | -11.1% |
| 3Y | +62.1% | +68.1% | -6.0% | +40.7% |
| 5Y | +55.7% | +47.7% | +8.0% | +36.4% |
| All | +55.7% | +47.2% | +8.5% | +36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling