+8.9%
CAT vs GSK
+14.9%
-6.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +5.0% | -10.3% | -5.3% |
| 7D | -17.1% | +4.9% | -22.1% | -17.2% |
| 30D | -30.1% | +9.9% | -40.0% | -30.5% |
| 3M | -32.4% | +0.2% | -32.5% | -32.0% |
| 6M | -32.1% | +2.3% | -34.4% | -32.4% |
| YTD | +4.1% | +7.1% | -3.0% | +2.8% |
| 1Y | +8.9% | +13.1% | -4.2% | +5.3% |
| All | +8.9% | +14.9% | -6.0% | +5.3% |
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