+786.5%
TSEM vs GSK
+105.0%
+681.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.5% | -7.5% | -7.0% |
| 7D | +7.0% | +1.1% | +5.8% | +6.7% |
| 30D | -29.8% | +6.3% | -36.1% | -30.8% |
| 3M | -41.9% | +1.8% | -43.7% | -42.5% |
| 6M | -45.8% | +1.7% | -47.4% | -46.6% |
| YTD | +25.1% | +6.5% | +18.6% | +21.2% |
| 1Y | +48.2% | +9.5% | +38.8% | +42.5% |
| 3Y | +476.5% | +65.3% | +411.2% | +371.9% |
| 5Y | +301.4% | +43.7% | +257.7% | +240.9% |
| All | +786.5% | +105.0% | +681.5% | +550.3% |
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