+17,723.7%
CAT vs GSK
+1,721.8%
+16,002.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -10.3% | +1.7% | -12.0% | -10.9% |
| 30D | -31.2% | +7.0% | -38.2% | -33.0% |
| 3M | -34.7% | -2.7% | -32.0% | -34.5% |
| 6M | -39.5% | +1.4% | -40.9% | -40.5% |
| YTD | -1.7% | +5.3% | -7.0% | -4.8% |
| 1Y | -1.1% | +10.6% | -11.8% | -6.0% |
| 3Y | +143.9% | +62.6% | +81.3% | +98.2% |
| 5Y | +194.8% | +41.7% | +153.1% | +147.6% |
| 10Y | +739.8% | +104.7% | +635.0% | +510.7% |
| All | +17,723.7% | +1,721.8% | +16,002.0% | +6,936.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling