+43.2%
TER vs GSK
+14.9%
+28.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +5.0% | -11.8% | -6.2% |
| 7D | -19.9% | +4.9% | -24.8% | -19.3% |
| 30D | -43.5% | +9.9% | -53.4% | -43.0% |
| 3M | -37.8% | +0.2% | -37.9% | -36.8% |
| 6M | -25.6% | +2.3% | -27.9% | -26.9% |
| YTD | +29.8% | +7.1% | +22.8% | +30.9% |
| 1Y | +43.2% | +13.1% | +30.1% | +41.0% |
| All | +43.2% | +14.9% | +28.3% | +41.0% |
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 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