+148.6%
TE vs GSK
+31.2%
+117.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +0.6% |
| 7D | -4.0% | -1.8% | -2.1% | -4.7% |
| 30D | -15.9% | -2.2% | -13.7% | -16.4% |
| 3M | -60.5% | -1.8% | -58.7% | -60.5% |
| 6M | -35.2% | -10.6% | -24.6% | -36.7% |
| YTD | -31.1% | +4.4% | -35.6% | -27.7% |
| 1Y | +148.6% | +30.4% | +118.2% | +147.8% |
| All | +148.6% | +31.2% | +117.4% | +147.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling