+131.2%
TLT vs GSK
+301.7%
-170.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | 0.0% |
| 7D | -0.4% | -1.8% | +1.4% | -0.6% |
| 30D | -0.6% | -2.2% | +1.6% | -0.7% |
| 3M | -2.7% | -1.8% | -0.9% | -2.8% |
| 6M | -5.6% | -10.6% | +5.0% | -6.4% |
| YTD | -2.8% | +4.4% | -7.2% | -2.2% |
| 1Y | -1.4% | +30.4% | -31.9% | +1.2% |
| 3Y | -1.6% | +60.1% | -61.7% | +3.6% |
| 5Y | -33.8% | +46.8% | -80.6% | -30.9% |
| 10Y | -21.1% | +79.2% | -100.4% | -14.0% |
| All | +131.2% | +301.7% | -170.5% | +189.6% |
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