+6,175.2%
TGT vs GSK
+1,657.0%
+4,518.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.7% | -0.2% |
| 7D | -0.6% | -4.2% | +3.5% | +0.7% |
| 30D | +9.5% | -7.5% | +17.0% | +12.2% |
| 3M | +32.3% | -3.3% | +35.5% | +33.3% |
| 6M | +37.0% | -9.3% | +46.3% | +40.7% |
| YTD | +71.0% | +1.6% | +69.4% | +68.9% |
| 1Y | +85.0% | +25.5% | +59.5% | +70.0% |
| 3Y | +46.8% | +49.3% | -2.4% | +25.3% |
| 5Y | -22.7% | +46.7% | -69.4% | -34.6% |
| 10Y | +216.3% | +76.8% | +139.4% | +146.5% |
| All | +6,175.2% | +1,657.0% | +4,518.3% | +2,343.3% |
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