+1,113.3%
CAT vs GSK
+81.7%
+1,031.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.7% | +2.3% |
| 7D | +1.7% | -1.8% | +3.5% | +2.3% |
| 30D | -6.6% | -2.2% | -4.4% | -6.1% |
| 3M | -13.3% | -1.8% | -11.5% | -13.3% |
| 6M | +11.6% | -10.6% | +22.2% | +15.2% |
| YTD | +42.9% | +4.4% | +38.5% | +39.5% |
| 1Y | +95.4% | +30.4% | +65.0% | +76.3% |
| 3Y | +196.6% | +60.1% | +136.5% | +140.8% |
| 5Y | +321.7% | +46.8% | +274.9% | +247.0% |
| All | +1,113.3% | +81.7% | +1,031.6% | +804.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling