+311.2%
TPR vs GSK
+76.8%
+234.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.7% | -1.0% | -2.6% |
| 7D | -3.4% | -4.2% | +0.8% | -1.6% |
| 30D | -27.3% | -7.5% | -19.8% | -24.9% |
| 3M | -16.2% | -3.3% | -13.0% | -15.2% |
| 6M | -17.9% | -9.3% | -8.6% | -14.6% |
| YTD | -7.1% | +1.6% | -8.7% | -7.9% |
| 1Y | +13.6% | +25.5% | -11.9% | +2.4% |
| 3Y | +293.7% | +49.3% | +244.5% | +210.5% |
| 5Y | +239.1% | +46.7% | +192.4% | +160.7% |
| 10Y | +311.2% | +76.8% | +234.4% | +186.1% |
| All | +311.2% | +76.8% | +234.4% | +186.1% |
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 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