+1,895.7%
TER vs GSK
+80.2%
+1,815.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.1% |
| 7D | +12.4% | -3.6% | +15.9% | +13.9% |
| 30D | +5.1% | -5.9% | +11.1% | +7.3% |
| 3M | +4.0% | -4.3% | +8.2% | +4.2% |
| 6M | +29.5% | -10.8% | +40.3% | +34.8% |
| YTD | +98.5% | +1.8% | +96.7% | +94.1% |
| 1Y | +234.1% | +23.5% | +210.6% | +200.0% |
| 3Y | +289.0% | +49.5% | +239.5% | +211.5% |
| 5Y | +228.2% | +49.7% | +178.5% | +152.4% |
| 10Y | +1,895.7% | +81.9% | +1,813.7% | +1,294.0% |
| All | +1,895.7% | +80.2% | +1,815.5% | +1,294.0% |
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 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