+309.3%
TEL vs GSK
+80.1%
+229.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | +1.6% | -3.5% | +5.1% | +2.9% |
| 30D | -0.7% | -3.4% | +2.8% | +0.5% |
| 3M | +2.4% | -8.1% | +10.6% | +5.1% |
| 6M | +4.1% | -11.1% | +15.3% | +8.2% |
| YTD | -5.8% | +0.7% | -6.6% | -7.0% |
| 1Y | +0.9% | +20.1% | -19.3% | -7.0% |
| 3Y | +72.6% | +46.1% | +26.5% | +42.9% |
| 5Y | +57.5% | +48.2% | +9.3% | +26.2% |
| All | +309.3% | +80.1% | +229.3% | +206.6% |
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