+379.1%
TPR vs GSK
+103.4%
+275.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.9% | -1.0% |
| 7D | +14.2% | +1.7% | +12.5% | +13.4% |
| 30D | +17.1% | +7.0% | +10.0% | +13.7% |
| 3M | -17.7% | -2.7% | -15.1% | -17.1% |
| 6M | -10.2% | +1.4% | -11.6% | -11.2% |
| YTD | +4.9% | +5.3% | -0.4% | +2.1% |
| 1Y | +36.1% | +10.6% | +25.5% | +29.6% |
| 3Y | +416.5% | +62.6% | +353.9% | +289.2% |
| 5Y | +254.8% | +41.7% | +213.1% | +182.1% |
| All | +379.1% | +103.4% | +275.8% | +214.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling