+5.8%
CAT vs GSK
+14.2%
-8.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.4% | +4.8% | +7.1% |
| 7D | -2.4% | +4.9% | -7.3% | -2.5% |
| 30D | -25.0% | +10.8% | -35.8% | -25.4% |
| 3M | -28.7% | -1.8% | -26.9% | -27.9% |
| 6M | -33.0% | +4.1% | -37.1% | -33.6% |
| YTD | +5.4% | +7.9% | -2.4% | +4.1% |
| All | +5.8% | +14.2% | -8.3% | +2.7% |
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 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