-5.6%
CAG vs GSK
+14.9%
-20.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +5.0% | +0.9% | +4.2% |
| 7D | +9.7% | +4.9% | +4.8% | +7.9% |
| 30D | +15.8% | +9.9% | +5.9% | +12.6% |
| 3M | +1.8% | +0.2% | +1.6% | +1.4% |
| 6M | +11.5% | +2.3% | +9.2% | +10.3% |
| YTD | -6.7% | +7.1% | -13.8% | -10.2% |
| 1Y | -5.6% | +13.1% | -18.8% | -9.1% |
| All | -5.6% | +14.9% | -20.5% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling