+290.7%
TSM vs GSK
+46.9%
+243.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.7% | +5.1% | +2.5% |
| 7D | +6.0% | -4.2% | +10.2% | +6.3% |
| 30D | +4.5% | -7.5% | +12.0% | +5.1% |
| 3M | +3.1% | -3.3% | +6.4% | +3.1% |
| 6M | +30.2% | -9.3% | +39.5% | +31.1% |
| YTD | +45.2% | +1.6% | +43.6% | +44.6% |
| 1Y | +79.6% | +25.5% | +54.1% | +74.9% |
| 3Y | +411.0% | +49.3% | +361.7% | +383.1% |
| 5Y | +290.7% | +46.7% | +244.1% | +258.8% |
| All | +290.7% | +46.9% | +243.8% | +258.8% |
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 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