-53.1%
TE vs GSK
+37.8%
-90.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.7% |
| 7D | +0.2% | -3.5% | +3.7% | +0.2% |
| 30D | -5.9% | -3.4% | -2.5% | -5.9% |
| 3M | -45.6% | -8.1% | -37.4% | -45.5% |
| 6M | -43.4% | -11.1% | -32.2% | -43.2% |
| YTD | -31.0% | +0.7% | -31.7% | -31.5% |
| 1Y | +145.2% | +20.1% | +125.1% | +138.6% |
| 3Y | -24.1% | +46.1% | -70.2% | -27.8% |
| 5Y | -48.1% | +48.2% | -96.4% | -51.4% |
| All | -53.1% | +37.8% | -90.9% | -55.3% |
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