+146.9%
TOST vs GSK
+64.8%
+82.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.1% |
| 7D | -3.6% | -1.1% | -2.5% | -3.5% |
| 30D | +8.9% | +7.8% | +1.0% | +8.1% |
| 3M | -2.2% | +0.3% | -2.5% | -2.3% |
| 6M | +41.0% | +3.4% | +37.5% | +40.4% |
| YTD | -4.0% | +5.9% | -9.9% | -5.0% |
| 1Y | -9.6% | +8.2% | -17.8% | -10.8% |
| All | +146.9% | +64.8% | +82.1% | +146.2% |
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 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