+213.9%
CAT vs GSK
+44.4%
+169.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -0.9% |
| 7D | +7.4% | +1.1% | +6.3% | +7.2% |
| 30D | -19.7% | +6.3% | -26.0% | -20.6% |
| 3M | -29.6% | +1.8% | -31.4% | -30.0% |
| 6M | -33.2% | +1.7% | -34.9% | -33.8% |
| YTD | +5.7% | +6.5% | -0.9% | +3.7% |
| 1Y | +9.3% | +9.5% | -0.1% | +6.7% |
| 3Y | +158.3% | +65.3% | +93.0% | +126.5% |
| All | +213.9% | +44.4% | +169.5% | +175.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling