+320.5%
TMUS vs GSK
+121.1%
+199.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.5% | -2.5% |
| 7D | +0.1% | -1.8% | +1.9% | +1.0% |
| 30D | +5.3% | -2.2% | +7.4% | +6.3% |
| 3M | +3.1% | -1.8% | +4.9% | +3.8% |
| 6M | -16.5% | -10.6% | -5.8% | -12.6% |
| YTD | -9.2% | +4.4% | -13.6% | -12.7% |
| 1Y | -26.5% | +30.4% | -56.9% | -37.8% |
| 3Y | +39.0% | +60.1% | -21.1% | +0.6% |
| 5Y | +40.4% | +46.8% | -6.4% | +3.5% |
| 10Y | +303.7% | +79.2% | +224.5% | +149.5% |
| All | +320.5% | +121.1% | +199.3% | +114.1% |
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