+1,643.1%
TSM vs GSK
+105.0%
+1,538.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.8% |
| 7D | +6.2% | +1.1% | +5.1% | +5.9% |
| 30D | -7.3% | +6.3% | -13.6% | -8.7% |
| 3M | -7.1% | +1.8% | -8.9% | -7.9% |
| 6M | +0.2% | +1.7% | -1.4% | -1.0% |
| YTD | +32.2% | +6.5% | +25.7% | +28.5% |
| 1Y | +42.8% | +9.5% | +33.3% | +37.5% |
| 3Y | +330.4% | +65.3% | +265.1% | +253.5% |
| 5Y | +263.9% | +43.7% | +220.2% | +210.3% |
| All | +1,643.1% | +105.0% | +1,538.1% | +1,174.2% |
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 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