-22.5%
TNA vs GSK
+47.2%
-69.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.5% |
| 7D | -7.6% | -5.4% | -2.2% | -4.8% |
| 30D | -13.6% | -4.6% | -9.0% | -11.6% |
| 3M | +2.8% | -5.1% | +7.9% | +5.0% |
| 6M | +34.5% | -11.4% | +45.9% | +43.0% |
| YTD | +41.0% | +0.7% | +40.3% | +38.4% |
| 1Y | +52.0% | +23.0% | +29.0% | +31.2% |
| 3Y | +103.5% | +48.0% | +55.5% | +47.1% |
| 5Y | -22.5% | +48.2% | -70.7% | -51.1% |
| All | -22.5% | +47.2% | -69.8% | -51.1% |
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 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