+14,178.8%
TT vs GSK
+1,721.8%
+12,457.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.5% | +2.4% |
| 7D | -2.0% | +1.7% | -3.7% | -2.6% |
| 30D | -14.0% | +7.0% | -21.1% | -16.3% |
| 3M | -15.9% | -2.7% | -13.2% | -15.6% |
| 6M | -17.3% | +1.4% | -18.7% | -18.7% |
| YTD | +4.0% | +5.3% | -1.4% | +0.6% |
| 1Y | -7.1% | +10.6% | -17.8% | -11.8% |
| 3Y | +90.2% | +62.6% | +27.6% | +52.6% |
| 5Y | +131.1% | +41.7% | +89.4% | +91.9% |
| 10Y | +777.7% | +104.7% | +673.0% | +523.9% |
| All | +14,178.8% | +1,721.8% | +12,457.0% | +5,084.2% |
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 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