+6,411.5%
TRV vs GSK
+1,657.0%
+4,754.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.1% |
| 7D | +0.5% | -4.2% | +4.7% | +1.9% |
| 30D | -4.9% | -7.5% | +2.7% | -2.5% |
| 3M | +23.7% | -3.3% | +27.0% | +24.8% |
| 6M | +20.3% | -9.3% | +29.6% | +23.6% |
| YTD | +27.1% | +1.6% | +25.5% | +25.6% |
| 1Y | +35.3% | +25.5% | +9.8% | +24.4% |
| 3Y | +139.8% | +49.3% | +90.6% | +104.6% |
| 5Y | +153.9% | +46.7% | +107.2% | +114.7% |
| 10Y | +285.9% | +76.8% | +209.0% | +205.5% |
| All | +6,411.5% | +1,657.0% | +4,754.5% | +2,981.6% |
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 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