+591.8%
CAG vs GSK
+1,657.0%
-1,065.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -0.8% |
| 7D | -5.3% | -4.2% | -1.1% | -4.3% |
| 30D | +1.0% | -7.5% | +8.5% | +2.9% |
| 3M | +17.4% | -3.3% | +20.7% | +18.2% |
| 6M | -16.8% | -9.3% | -7.5% | -15.1% |
| YTD | -6.8% | +1.6% | -8.4% | -7.6% |
| 1Y | -15.4% | +25.5% | -40.9% | -20.4% |
| 3Y | -37.1% | +49.3% | -86.3% | -43.8% |
| 5Y | -41.3% | +46.7% | -87.9% | -47.8% |
| 10Y | -35.5% | +76.8% | -112.3% | -45.9% |
| All | +591.8% | +1,657.0% | -1,065.2% | +189.8% |
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 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