+1,872.1%
T vs GSK
+1,705.8%
+166.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.4% |
| 7D | -1.3% | -1.8% | +0.6% | -0.7% |
| 30D | +11.4% | -2.2% | +13.5% | +12.0% |
| 3M | +14.3% | -1.8% | +16.1% | +14.8% |
| 6M | -9.3% | -10.6% | +1.3% | -6.5% |
| YTD | +7.1% | +4.4% | +2.7% | +4.9% |
| 1Y | -9.1% | +30.4% | -39.5% | -17.4% |
| 3Y | +105.3% | +60.1% | +45.3% | +71.9% |
| 5Y | +66.8% | +46.8% | +20.0% | +41.8% |
| 10Y | +66.8% | +79.2% | -12.4% | +31.2% |
| All | +1,872.1% | +1,705.8% | +166.3% | +682.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling