+203.9%
CAT vs GSK
+53.4%
+150.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.8% | +1.5% |
| 7D | +5.6% | -4.2% | +9.7% | +6.2% |
| 30D | -2.3% | -7.5% | +5.2% | -1.2% |
| 3M | -10.0% | -3.3% | -6.7% | -9.9% |
| 6M | +21.2% | -9.3% | +30.6% | +23.1% |
| YTD | +44.4% | +1.6% | +42.9% | +43.6% |
| 1Y | +96.3% | +25.5% | +70.8% | +88.9% |
| 3Y | +203.9% | +49.3% | +154.7% | +187.7% |
| All | +203.9% | +53.4% | +150.5% | +187.7% |
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 2023-09-08 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling