+48,339.6%
TSCO vs GSK
+878.8%
+47,460.9%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.8% | -3.7% |
| 7D | -2.5% | -3.6% | +1.1% | -1.6% |
| 30D | -1.1% | -5.9% | +4.8% | +0.3% |
| 3M | +14.3% | -4.3% | +18.5% | +15.2% |
| 6M | -31.9% | -10.8% | -21.1% | -30.0% |
| YTD | -30.7% | +1.8% | -32.5% | -31.3% |
| 1Y | -41.1% | +23.5% | -64.5% | -44.5% |
| 3Y | -17.1% | +49.5% | -66.7% | -26.6% |
| 5Y | -7.5% | +49.7% | -57.2% | -19.1% |
| 10Y | +192.6% | +81.9% | +110.7% | +140.3% |
| All | +48,339.6% | +878.8% | +47,460.9% | +26,139.9% |
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