+179.6%
CAH vs GSK
+65.8%
+113.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.5% | +0.9% |
| 7D | +3.5% | +1.1% | +2.3% | +3.2% |
| 30D | +13.5% | +6.3% | +7.1% | +11.8% |
| 3M | +21.8% | +1.8% | +20.0% | +21.1% |
| 6M | +51.5% | +1.7% | +49.9% | +50.6% |
| YTD | +38.1% | +6.5% | +31.5% | +36.1% |
| 1Y | +37.7% | +9.5% | +28.2% | +35.0% |
| 3Y | +179.6% | +65.3% | +114.3% | +139.4% |
| All | +179.6% | +65.8% | +113.8% | +139.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling