+683.8%
TEL vs GSK
+151.6%
+532.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.6% | +0.6% |
| 7D | +3.0% | -1.8% | +4.8% | +3.9% |
| 30D | -3.9% | -2.2% | -1.7% | -3.1% |
| 3M | -5.1% | -1.8% | -3.3% | -4.8% |
| 6M | +0.6% | -10.6% | +11.2% | +5.8% |
| YTD | -7.3% | +4.4% | -11.7% | -10.7% |
| 1Y | +1.1% | +30.4% | -29.3% | -14.0% |
| 3Y | +63.7% | +60.1% | +3.6% | +18.8% |
| 5Y | +50.7% | +46.8% | +3.9% | +11.7% |
| 10Y | +290.2% | +79.2% | +210.9% | +146.1% |
| All | +683.8% | +151.6% | +532.2% | +244.0% |
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