-80.5%
TE vs GSK
+45.8%
-126.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.6% | -3.0% |
| 7D | -19.1% | +1.1% | -20.2% | -19.1% |
| 30D | -34.1% | +6.3% | -40.5% | -34.1% |
| 3M | -60.1% | +1.8% | -61.9% | -60.1% |
| 6M | -66.0% | +1.7% | -67.6% | -66.0% |
| YTD | -71.4% | +6.5% | -78.0% | -71.6% |
| 1Y | -45.3% | +9.5% | -54.8% | -45.9% |
| 3Y | +9.1% | +65.3% | -56.2% | +3.4% |
| 5Y | -82.6% | +43.7% | -126.3% | -83.7% |
| All | -80.5% | +45.8% | -126.3% | -81.4% |
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