-33.7%
TLT vs GSK
+46.9%
-80.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.2% |
| 7D | +0.4% | -4.2% | +4.6% | +0.8% |
| 30D | -0.3% | -7.5% | +7.2% | +0.4% |
| 3M | -1.7% | -3.3% | +1.5% | -1.5% |
| 6M | -4.9% | -9.3% | +4.4% | -4.1% |
| YTD | -2.8% | +1.6% | -4.4% | -3.1% |
| 1Y | -4.2% | +25.5% | -29.7% | -6.6% |
| 3Y | -1.1% | +49.3% | -50.4% | -5.8% |
| 5Y | -33.7% | +46.7% | -80.4% | -37.0% |
| All | -33.7% | +46.9% | -80.6% | -37.0% |
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