-44.5%
TOST vs GSK
+57.0%
-101.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | +9.4% | +1.7% | +7.8% | +9.1% |
| 30D | +13.5% | +7.0% | +6.4% | +11.9% |
| 3M | -0.1% | -2.7% | +2.5% | +0.3% |
| 6M | +22.5% | +1.4% | +21.0% | +21.8% |
| YTD | -2.4% | +5.3% | -7.7% | -4.4% |
| 1Y | -4.7% | +10.6% | -15.3% | -7.7% |
| 3Y | +103.2% | +62.6% | +40.6% | +72.7% |
| 5Y | -41.2% | +41.7% | -82.9% | -51.7% |
| All | -44.5% | +57.0% | -101.5% | -59.4% |
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 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