+248.2%
CB vs GSK
+103.4%
+144.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | +0.2% | +1.7% | -1.4% | -0.4% |
| 30D | +9.1% | +7.0% | +2.0% | +6.4% |
| 3M | +3.4% | -2.7% | +6.1% | +4.1% |
| 6M | +14.1% | +1.4% | +12.7% | +12.9% |
| YTD | +18.0% | +5.3% | +12.7% | +14.6% |
| 1Y | +30.1% | +10.6% | +19.5% | +24.0% |
| 3Y | +71.8% | +62.6% | +9.2% | +37.1% |
| 5Y | +101.8% | +41.7% | +60.2% | +68.1% |
| All | +248.2% | +103.4% | +144.8% | +156.1% |
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 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