+15,232.8%
CAH vs GSK
+1,705.8%
+13,526.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.4% | +0.1% |
| 7D | +5.4% | -1.8% | +7.2% | +6.0% |
| 30D | +3.3% | -2.2% | +5.5% | +4.0% |
| 3M | +22.8% | -1.8% | +24.6% | +23.3% |
| 6M | +11.3% | -10.6% | +21.9% | +15.1% |
| YTD | +21.1% | +4.4% | +16.7% | +18.7% |
| 1Y | +67.2% | +30.4% | +36.8% | +51.8% |
| 3Y | +195.6% | +60.1% | +135.6% | +145.7% |
| 5Y | +413.8% | +46.8% | +367.0% | +333.7% |
| 10Y | +309.6% | +79.2% | +230.4% | +221.4% |
| All | +15,232.8% | +1,705.8% | +13,526.9% | +6,994.4% |
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 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