+290.8%
TMUS vs GSK
+128.5%
+162.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.4% | +1.7% | +2.9% |
| 7D | +5.3% | +4.9% | +0.4% | +2.9% |
| 30D | +13.5% | +10.8% | +2.7% | +7.9% |
| 3M | -4.2% | -1.8% | -2.4% | -3.7% |
| 6M | -11.9% | +4.1% | -16.0% | -14.3% |
| YTD | -15.6% | +7.9% | -23.4% | -20.4% |
| 1Y | -16.8% | +14.4% | -31.2% | -24.0% |
| 3Y | +20.8% | +68.1% | -47.3% | -14.8% |
| 5Y | +48.0% | +47.7% | +0.4% | +9.1% |
| 10Y | +234.7% | +100.5% | +134.3% | +91.8% |
| All | +290.8% | +128.5% | +162.3% | +95.2% |
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 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