-12.6%
TLT vs GSK
+105.0%
-117.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.4% |
| 7D | -3.1% | +1.1% | -4.2% | -3.1% |
| 30D | +1.0% | +6.3% | -5.3% | +1.0% |
| 3M | -2.7% | +1.8% | -4.5% | -2.8% |
| 6M | -4.1% | +1.7% | -5.8% | -4.2% |
| YTD | -5.4% | +6.5% | -11.9% | -5.3% |
| 1Y | -7.0% | +9.5% | -16.5% | -7.0% |
| 3Y | +2.8% | +65.3% | -62.5% | +3.6% |
| 5Y | -35.4% | +43.7% | -79.1% | -35.7% |
| All | -12.6% | +105.0% | -117.6% | -10.5% |
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