+9,741.5%
TER vs GSK
+1,765.6%
+7,976.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.4% | +10.3% | +11.7% |
| 7D | -5.8% | +4.9% | -10.7% | -7.8% |
| 30D | -38.9% | +10.8% | -49.7% | -42.0% |
| 3M | -35.1% | -1.8% | -33.3% | -35.5% |
| 6M | -31.6% | +4.1% | -35.7% | -34.6% |
| YTD | +27.2% | +7.9% | +19.4% | +20.0% |
| 1Y | +35.2% | +14.4% | +20.8% | +24.1% |
| 3Y | +192.8% | +68.1% | +124.7% | +119.2% |
| 5Y | +72.4% | +47.7% | +24.8% | +33.4% |
| 10Y | +1,001.8% | +100.5% | +901.4% | +632.3% |
| All | +9,741.5% | +1,765.6% | +7,976.0% | +3,303.4% |
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