+8,630.0%
TER vs GSK
+1,721.8%
+6,908.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.7% | +2.6% |
| 7D | -20.5% | +1.7% | -22.1% | -21.1% |
| 30D | -47.0% | +7.0% | -54.0% | -48.9% |
| 3M | -43.3% | -2.7% | -40.6% | -43.5% |
| 6M | -42.9% | +1.4% | -44.3% | -44.9% |
| YTD | +12.9% | +5.3% | +7.5% | +7.5% |
| 1Y | +18.2% | +10.6% | +7.5% | +10.0% |
| 3Y | +151.8% | +62.6% | +89.2% | +91.2% |
| 5Y | +54.2% | +41.7% | +12.5% | +21.4% |
| 10Y | +908.2% | +104.7% | +803.5% | +562.5% |
| All | +8,630.0% | +1,721.8% | +6,908.2% | +2,947.9% |
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