+1,598.5%
TSM vs GSK
+102.9%
+1,495.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.2% |
| 7D | -2.1% | +5.2% | -7.3% | -3.2% |
| 30D | -12.5% | +10.2% | -22.7% | -14.7% |
| 3M | -5.0% | -0.9% | -4.1% | -5.1% |
| 6M | -3.2% | +3.5% | -6.7% | -4.8% |
| YTD | +31.5% | +7.2% | +24.3% | +27.6% |
| 1Y | +35.7% | +12.0% | +23.7% | +29.9% |
| 3Y | +323.5% | +67.3% | +256.2% | +246.7% |
| 5Y | +263.4% | +45.3% | +218.1% | +208.9% |
| 10Y | +1,598.5% | +101.8% | +1,496.7% | +1,132.1% |
| All | +1,598.5% | +102.9% | +1,495.6% | +1,132.1% |
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 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