+15.6%
TFC vs GSK
+46.9%
-31.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.7% | +0.6% | -1.5% |
| 7D | +2.2% | -4.2% | +6.4% | +3.3% |
| 30D | -2.5% | -7.5% | +5.0% | -0.8% |
| 3M | +4.5% | -3.3% | +7.8% | +5.2% |
| 6M | +11.0% | -9.3% | +20.3% | +13.3% |
| YTD | +5.9% | +1.6% | +4.3% | +5.3% |
| 1Y | +14.6% | +25.5% | -10.9% | +8.6% |
| 3Y | +96.7% | +49.3% | +47.5% | +74.5% |
| 5Y | +15.6% | +46.7% | -31.1% | +0.5% |
| All | +15.6% | +46.9% | -31.3% | +0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling