+14,183.4%
TER vs GSK
+1,705.8%
+12,477.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.9% | +7.4% | +6.4% |
| 7D | +0.6% | -1.8% | +2.4% | +1.4% |
| 30D | -8.3% | -2.2% | -6.1% | -7.8% |
| 3M | -12.2% | -1.8% | -10.4% | -12.9% |
| 6M | +17.1% | -10.6% | +27.7% | +22.1% |
| YTD | +84.7% | +4.4% | +80.2% | +78.5% |
| 1Y | +199.9% | +30.4% | +169.5% | +161.5% |
| 3Y | +232.8% | +60.1% | +172.7% | +156.5% |
| 5Y | +198.6% | +46.8% | +151.8% | +133.8% |
| 10Y | +1,669.7% | +79.2% | +1,590.5% | +1,149.8% |
| All | +14,183.4% | +1,705.8% | +12,477.6% | +4,962.6% |
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