+8,398.6%
TPR vs GSK
+177.0%
+8,221.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.9% | -0.9% |
| 7D | +14.2% | +1.7% | +12.5% | +13.2% |
| 30D | +17.1% | +7.0% | +10.0% | +12.9% |
| 3M | -17.7% | -2.7% | -15.1% | -17.0% |
| 6M | -10.2% | +1.4% | -11.6% | -11.5% |
| YTD | +4.9% | +5.3% | -0.4% | +1.2% |
| 1Y | +36.1% | +10.6% | +25.5% | +27.8% |
| 3Y | +416.5% | +62.6% | +353.9% | +276.4% |
| 5Y | +254.8% | +41.7% | +213.1% | +172.0% |
| 10Y | +391.7% | +104.7% | +287.0% | +204.3% |
| All | +8,398.6% | +177.0% | +8,221.7% | +3,771.0% |
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