+243.0%
CB vs GSK
+101.6%
+141.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -1.3% |
| 7D | -1.5% | +4.9% | -6.4% | -3.2% |
| 30D | +6.5% | +10.8% | -4.3% | +2.6% |
| 3M | +4.1% | -1.8% | +5.9% | +4.4% |
| 6M | +14.4% | +4.1% | +10.3% | +12.2% |
| YTD | +17.5% | +7.9% | +9.6% | +13.1% |
| 1Y | +27.5% | +14.4% | +13.1% | +20.1% |
| 3Y | +71.6% | +68.1% | +3.5% | +35.2% |
| 5Y | +100.6% | +47.7% | +53.0% | +64.2% |
| 10Y | +243.0% | +100.5% | +142.5% | +150.0% |
| All | +243.0% | +101.6% | +141.4% | +150.0% |
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