+199.8%
TER vs GSK
+31.2%
+168.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.9% | +7.4% | +6.0% |
| 7D | +0.6% | -1.8% | +2.4% | +1.0% |
| 30D | -8.3% | -2.2% | -6.1% | -8.0% |
| 3M | -12.2% | -1.8% | -10.4% | -13.6% |
| 6M | +17.0% | -10.6% | +27.6% | +23.0% |
| YTD | +84.6% | +4.4% | +80.2% | +78.6% |
| 1Y | +199.8% | +30.4% | +169.4% | +166.3% |
| All | +199.8% | +31.2% | +168.6% | +166.3% |
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