+13,171.6%
TSM vs GSK
+297.9%
+12,873.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.7% |
| 7D | +4.4% | -1.1% | +5.5% | +4.9% |
| 30D | -7.0% | +7.8% | -14.8% | -10.1% |
| 3M | -1.8% | +0.3% | -2.1% | -2.7% |
| 6M | +2.7% | +3.4% | -0.7% | -0.2% |
| YTD | +37.1% | +5.9% | +31.2% | +31.1% |
| 1Y | +43.5% | +8.2% | +35.2% | +35.8% |
| 3Y | +341.5% | +65.3% | +276.2% | +236.6% |
| 5Y | +278.9% | +43.3% | +235.6% | +199.8% |
| 10Y | +1,641.8% | +102.9% | +1,538.9% | +1,048.5% |
| All | +13,171.6% | +297.9% | +12,873.7% | +4,263.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling