+508.5%
TTD vs GSK
+105.0%
+403.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.8% | +1.2% |
| 7D | +21.3% | +1.1% | +20.1% | +21.0% |
| 30D | +28.7% | +6.3% | +22.4% | +26.7% |
| 3M | +7.7% | +1.8% | +5.9% | +7.1% |
| 6M | -23.5% | +1.7% | -25.1% | -24.1% |
| YTD | -58.7% | +6.5% | -65.2% | -60.2% |
| 1Y | -63.4% | +9.5% | -72.9% | -65.1% |
| 3Y | -75.3% | +65.3% | -140.6% | -80.5% |
| 5Y | -84.4% | +43.7% | -128.1% | -87.1% |
| All | +508.5% | +105.0% | +403.5% | +322.8% |
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 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