-10.4%
TSCO vs GSK
+47.2%
-57.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -5.7% | -3.5% | -2.1% | -4.9% |
| 30D | -8.8% | -3.4% | -5.3% | -8.1% |
| 3M | +6.3% | -8.1% | +14.5% | +8.2% |
| 6M | -32.3% | -11.1% | -21.1% | -30.5% |
| YTD | -32.7% | +0.7% | -33.4% | -32.9% |
| 1Y | -43.7% | +20.1% | -63.8% | -46.1% |
| 3Y | -19.7% | +46.1% | -65.8% | -26.9% |
| All | -10.4% | +47.2% | -57.6% | -17.6% |
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