+644.7%
TSEM vs GSK
+47.3%
+597.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | +4.7% | -3.6% | +8.3% | +4.8% |
| 30D | -14.2% | -5.9% | -8.3% | -14.2% |
| 3M | -5.0% | -4.3% | -0.8% | -5.2% |
| 6M | +87.6% | -10.8% | +98.4% | +88.6% |
| YTD | +84.4% | +1.8% | +82.7% | +83.9% |
| 1Y | +235.4% | +23.5% | +211.9% | +230.4% |
| 3Y | +668.0% | +49.5% | +618.4% | +636.7% |
| 5Y | +644.7% | +49.7% | +595.1% | +608.9% |
| All | +644.7% | +47.3% | +597.4% | +608.9% |
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 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