+75.7%
TFC vs GSK
+105.0%
-29.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.0% |
| 7D | +2.3% | +1.1% | +1.1% | +1.8% |
| 30D | +10.8% | +6.3% | +4.5% | +8.3% |
| 3M | -3.8% | +1.8% | -5.6% | -4.7% |
| 6M | +9.6% | +1.7% | +7.9% | +8.4% |
| YTD | +5.8% | +6.5% | -0.8% | +2.4% |
| 1Y | +16.2% | +9.5% | +6.7% | +11.2% |
| 3Y | +96.0% | +65.3% | +30.7% | +52.3% |
| 5Y | +1.7% | +43.7% | -42.0% | -17.1% |
| All | +75.7% | +105.0% | -29.3% | +24.5% |
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