+103.2%
TOST vs GSK
+63.2%
+40.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | +9.4% | +1.7% | +7.8% | +9.2% |
| 30D | +13.5% | +7.0% | +6.4% | +12.7% |
| 3M | -0.1% | -2.7% | +2.5% | 0.0% |
| 6M | +22.5% | +1.4% | +21.0% | +22.2% |
| YTD | -2.4% | +5.3% | -7.7% | -3.5% |
| 1Y | -4.7% | +10.6% | -15.3% | -6.2% |
| 3Y | +103.2% | +62.6% | +40.6% | +83.4% |
| All | +103.2% | +63.2% | +40.0% | +83.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling