+1,126.0%
CAT vs GSK
+76.8%
+1,049.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.8% | +1.9% |
| 7D | +5.6% | -4.2% | +9.7% | +7.0% |
| 30D | -2.3% | -7.5% | +5.2% | 0.0% |
| 3M | -10.0% | -3.3% | -6.7% | -9.6% |
| 6M | +21.2% | -9.3% | +30.6% | +24.5% |
| YTD | +44.4% | +1.6% | +42.9% | +42.2% |
| 1Y | +96.3% | +25.5% | +70.8% | +79.3% |
| 3Y | +203.9% | +49.3% | +154.7% | +153.6% |
| 5Y | +333.5% | +46.7% | +286.8% | +255.1% |
| 10Y | +1,126.0% | +76.8% | +1,049.2% | +821.3% |
| All | +1,126.0% | +76.8% | +1,049.3% | +821.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling