+240.4%
TPR vs GSK
+48.0%
+192.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.4% |
| 7D | -2.3% | -1.8% | -0.5% | -1.9% |
| 30D | -23.0% | -2.2% | -20.8% | -22.6% |
| 3M | -12.5% | -1.8% | -10.7% | -12.2% |
| 6M | -21.4% | -10.6% | -10.8% | -19.8% |
| YTD | -3.5% | +4.4% | -7.9% | -3.8% |
| 1Y | +17.4% | +30.4% | -13.1% | +12.7% |
| 3Y | +291.3% | +60.1% | +231.2% | +248.3% |
| All | +240.4% | +48.0% | +192.4% | +188.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling