-19.8%
TLT vs GSK
+80.2%
-100.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -0.3% | -3.6% | +3.3% | -0.2% |
| 30D | 0.0% | -5.9% | +5.9% | 0.0% |
| 3M | -2.9% | -4.3% | +1.4% | -2.8% |
| 6M | -6.3% | -10.8% | +4.5% | -6.2% |
| YTD | -3.3% | +1.8% | -5.1% | -3.3% |
| 1Y | -4.2% | +23.5% | -27.7% | -4.1% |
| 3Y | -1.7% | +49.5% | -51.2% | -1.0% |
| 5Y | -34.9% | +49.7% | -84.5% | -34.5% |
| 10Y | -19.8% | +81.9% | -101.7% | -16.2% |
| All | -19.8% | +80.2% | -100.0% | -16.2% |
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