-35.1%
TLT vs GSK
+47.2%
-82.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.2% |
| 7D | +0.3% | +4.9% | -4.6% | -0.2% |
| 30D | +5.1% | +10.8% | -5.7% | +4.0% |
| 3M | -0.2% | -1.8% | +1.6% | -0.1% |
| 6M | -2.9% | +4.1% | -7.0% | -3.5% |
| YTD | -2.7% | +7.9% | -10.6% | -3.7% |
| 1Y | -4.6% | +14.4% | -19.0% | -6.1% |
| 3Y | +6.1% | +68.1% | -62.0% | -0.3% |
| 5Y | -35.1% | +47.7% | -82.8% | -37.7% |
| All | -35.1% | +47.2% | -82.3% | -37.7% |
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