+17,377.4%
CAH vs GSK
+1,742.6%
+15,634.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.5% | +0.9% |
| 7D | +3.5% | +1.1% | +2.3% | +3.1% |
| 30D | +13.5% | +6.3% | +7.1% | +11.1% |
| 3M | +21.8% | +1.8% | +20.0% | +20.8% |
| 6M | +51.5% | +1.7% | +49.9% | +50.1% |
| YTD | +38.1% | +6.5% | +31.5% | +34.2% |
| 1Y | +37.7% | +9.5% | +28.2% | +32.5% |
| 3Y | +179.6% | +65.3% | +114.3% | +129.9% |
| 5Y | +504.9% | +43.7% | +461.2% | +413.7% |
| 10Y | +418.6% | +104.1% | +314.4% | +289.5% |
| All | +17,377.4% | +1,742.6% | +15,634.8% | +7,917.5% |
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