+143.6%
TE vs GSK
+21.8%
+121.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.0% | -5.7% | -7.2% |
| 7D | +0.9% | -5.4% | +6.3% | -1.4% |
| 30D | -16.3% | -4.6% | -11.7% | -17.7% |
| 3M | -40.8% | -5.1% | -35.6% | -41.5% |
| 6M | -42.6% | -11.4% | -31.2% | -44.3% |
| YTD | -31.4% | +0.7% | -32.2% | -28.7% |
| All | +143.6% | +21.8% | +121.8% | +149.5% |
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