+1,006.2%
TER vs GSK
+102.9%
+903.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | -8.9% | +5.2% | -14.1% | -10.6% |
| 30D | -39.1% | +10.2% | -49.2% | -41.5% |
| 3M | -32.8% | -0.9% | -31.9% | -33.2% |
| 6M | -31.7% | +3.5% | -35.2% | -34.4% |
| YTD | +26.9% | +7.2% | +19.7% | +20.8% |
| 1Y | +33.6% | +12.0% | +21.6% | +24.6% |
| 3Y | +181.5% | +67.3% | +114.2% | +112.9% |
| 5Y | +76.1% | +45.3% | +30.9% | +38.7% |
| 10Y | +1,006.2% | +101.8% | +904.4% | +645.0% |
| All | +1,006.2% | +102.9% | +903.3% | +645.0% |
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