+331.4%
TSEM vs GSK
+42.6%
+288.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +20.5% | +0.5% | +20.1% | +20.5% |
| 30D | -29.0% | +9.4% | -38.4% | -28.8% |
| 3M | -39.4% | +1.6% | -40.9% | -39.2% |
| 6M | -28.5% | +1.3% | -29.8% | -28.5% |
| YTD | +34.4% | +6.0% | +28.4% | +34.4% |
| 1Y | +48.3% | +9.1% | +39.3% | +47.9% |
| 3Y | +543.5% | +65.4% | +478.1% | +510.8% |
| 5Y | +331.4% | +43.0% | +288.4% | +306.2% |
| All | +331.4% | +42.6% | +288.8% | +306.2% |
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