-4.6%
CARR vs GSK
+31.2%
-35.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.5% |
| 7D | +1.6% | -1.8% | +3.4% | +2.0% |
| 30D | -8.7% | -2.2% | -6.6% | -8.4% |
| 3M | -12.6% | -1.8% | -10.8% | -12.7% |
| 6M | -1.5% | -10.6% | +9.1% | +1.6% |
| YTD | +14.3% | +4.4% | +9.9% | +13.8% |
| 1Y | -4.6% | +30.4% | -35.0% | -8.9% |
| All | -4.6% | +31.2% | -35.8% | -8.9% |
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