+12,759.1%
TDG vs GSK
+140.6%
+12,618.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | -2.4% | -3.6% | +1.2% | -1.0% |
| 30D | -8.0% | -5.9% | -2.1% | -5.8% |
| 3M | -10.5% | -4.3% | -6.2% | -9.1% |
| 6M | -11.9% | -10.8% | -1.1% | -7.9% |
| YTD | -15.4% | +1.8% | -17.1% | -16.8% |
| 1Y | -14.2% | +23.5% | -37.7% | -22.8% |
| 3Y | +51.0% | +49.5% | +1.5% | +20.9% |
| 5Y | +126.5% | +49.7% | +76.8% | +77.1% |
| 10Y | +535.6% | +81.9% | +453.6% | +346.3% |
| All | +12,759.1% | +140.6% | +12,618.5% | +7,257.1% |
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 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