+246.7%
CB vs GSK
+102.9%
+143.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.8% |
| 7D | +0.7% | +5.2% | -4.5% | -1.1% |
| 30D | +8.2% | +10.2% | -2.0% | +4.4% |
| 3M | +6.3% | -0.9% | +7.2% | +6.3% |
| 6M | +16.2% | +3.5% | +12.7% | +14.2% |
| YTD | +19.3% | +7.2% | +12.1% | +15.1% |
| 1Y | +29.2% | +12.0% | +17.2% | +22.6% |
| 3Y | +71.4% | +67.3% | +4.1% | +35.3% |
| 5Y | +104.2% | +45.3% | +59.0% | +68.4% |
| 10Y | +246.7% | +101.8% | +144.9% | +153.2% |
| All | +246.7% | +102.9% | +143.7% | +153.2% |
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