+77.9%
TEM vs GSK
+35.1%
+42.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.4% | -5.3% | -5.5% |
| 7D | -5.9% | +0.2% | -6.1% | -5.8% |
| 30D | +4.8% | +5.4% | -0.6% | +2.4% |
| 3M | +31.9% | +0.9% | +31.0% | +31.4% |
| 6M | +56.0% | +0.7% | +55.2% | +54.3% |
| YTD | +21.3% | +5.6% | +15.7% | +15.1% |
| 1Y | +5.4% | +8.5% | -3.1% | -1.4% |
| All | +77.9% | +35.1% | +42.8% | +47.0% |
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