+242.2%
TMUS vs GSK
+103.7%
+138.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.1% | +2.2% |
| 7D | +8.2% | -1.1% | +9.2% | +8.5% |
| 30D | +13.4% | +7.8% | +5.5% | +10.9% |
| 3M | -3.0% | +0.3% | -3.3% | -3.3% |
| 6M | -8.8% | +3.4% | -12.2% | -10.0% |
| YTD | -13.8% | +5.9% | -19.8% | -16.3% |
| 1Y | -17.1% | +8.2% | -25.3% | -20.0% |
| 3Y | +22.7% | +65.3% | -42.6% | -0.3% |
| 5Y | +52.8% | +43.3% | +9.5% | +29.1% |
| All | +242.2% | +103.7% | +138.4% | +156.2% |
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