-13.3%
TSLA vs GSK
+14.9%
-28.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.0% | -8.4% | -2.7% |
| 7D | -4.7% | +4.9% | -9.7% | -4.1% |
| 30D | +1.7% | +9.9% | -8.2% | +2.8% |
| 3M | +17.7% | +0.2% | +17.5% | +18.3% |
| 6M | -1.9% | +2.3% | -4.2% | -1.0% |
| YTD | -14.3% | +7.1% | -21.4% | -11.3% |
| 1Y | -13.3% | +13.1% | -26.4% | -11.1% |
| All | -13.3% | +14.9% | -28.2% | -11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling