+139.2%
TRV vs GSK
+47.2%
+92.0%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | -1.8% | -5.4% | +3.6% | -0.7% |
| 30D | -2.1% | -4.6% | +2.5% | -1.3% |
| 3M | +21.2% | -5.1% | +26.3% | +22.3% |
| 6M | +22.0% | -11.4% | +33.5% | +24.8% |
| YTD | +27.7% | +0.7% | +27.0% | +27.3% |
| 1Y | +36.6% | +23.0% | +13.5% | +30.5% |
| All | +139.2% | +47.2% | +92.0% | +117.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling