+77.7%
TSLA vs GSK
+65.0%
+12.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +15.6% | +0.5% | +15.2% | +15.7% |
| 30D | +5.9% | +9.4% | -3.5% | +6.7% |
| 3M | +21.4% | +1.6% | +19.8% | +21.8% |
| 6M | -8.3% | +1.3% | -9.6% | -8.0% |
| YTD | -11.6% | +6.0% | -17.6% | -10.8% |
| 1Y | -7.7% | +9.1% | -16.8% | -6.7% |
| All | +77.7% | +65.0% | +12.7% | +98.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling