+32.2%
CB vs GSK
+14.9%
+17.3%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.0% | -2.9% | +0.9% |
| 7D | +5.3% | +4.9% | +0.3% | +4.1% |
| 30D | +13.2% | +9.9% | +3.3% | +10.8% |
| 3M | +7.8% | +0.2% | +7.6% | +7.5% |
| 6M | +15.8% | +2.3% | +13.5% | +14.9% |
| YTD | +21.0% | +7.1% | +13.9% | +20.7% |
| 1Y | +32.2% | +13.1% | +19.1% | +30.8% |
| All | +32.2% | +14.9% | +17.3% | +30.8% |
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