+245.7%
TSM vs GSK
+47.2%
+198.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.1% | +3.4% |
| 7D | -2.5% | +4.9% | -7.4% | -2.7% |
| 30D | -14.3% | +10.8% | -25.1% | -14.8% |
| 3M | -7.2% | -1.8% | -5.4% | -7.0% |
| 6M | -5.1% | +4.1% | -9.2% | -5.6% |
| YTD | +28.9% | +7.9% | +21.0% | +28.0% |
| 1Y | +37.1% | +14.4% | +22.6% | +35.3% |
| 3Y | +341.5% | +68.1% | +273.4% | +312.7% |
| 5Y | +245.7% | +47.7% | +198.0% | +224.7% |
| All | +245.7% | +47.2% | +198.5% | +224.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling