-25.1%
TGT vs GSK
+47.2%
-72.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | -5.2% | -3.5% | -1.7% | -4.5% |
| 30D | +1.2% | -3.4% | +4.6% | +1.9% |
| 3M | +18.4% | -8.1% | +26.5% | +20.3% |
| 6M | +33.4% | -11.1% | +44.6% | +36.3% |
| YTD | +63.8% | +0.7% | +63.1% | +62.6% |
| 1Y | +77.2% | +20.1% | +57.0% | +68.9% |
| 3Y | +41.8% | +46.1% | -4.3% | +26.6% |
| All | -25.1% | +47.2% | -72.3% | -33.6% |
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 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