+1,815.4%
TSM vs GSK
+80.2%
+1,735.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +4.8% | -3.6% | +8.4% | +5.7% |
| 30D | +4.0% | -5.9% | +10.0% | +5.5% |
| 3M | +2.0% | -4.3% | +6.2% | +2.6% |
| 6M | +25.5% | -10.8% | +36.3% | +28.5% |
| YTD | +44.0% | +1.8% | +42.2% | +41.8% |
| 1Y | +75.4% | +23.5% | +52.0% | +62.8% |
| 3Y | +406.7% | +49.5% | +357.2% | +330.1% |
| 5Y | +285.0% | +49.7% | +235.3% | +218.2% |
| 10Y | +1,815.4% | +81.9% | +1,733.5% | +1,367.8% |
| All | +1,815.4% | +80.2% | +1,735.2% | +1,367.8% |
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