+1,259.9%
TSEM vs GSK
+80.0%
+1,179.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.0% | -2.9% | -3.7% |
| 7D | +0.9% | -5.4% | +6.3% | +2.1% |
| 30D | -16.6% | -4.6% | -12.0% | -15.9% |
| 3M | -10.9% | -5.1% | -5.8% | -10.6% |
| 6M | +78.0% | -11.4% | +89.4% | +82.0% |
| YTD | +77.2% | +0.7% | +76.5% | +74.4% |
| 1Y | +207.6% | +23.0% | +184.5% | +186.1% |
| 3Y | +637.8% | +48.0% | +589.9% | +527.0% |
| 5Y | +617.0% | +48.2% | +568.8% | +491.3% |
| All | +1,259.9% | +80.0% | +1,179.9% | +947.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling