+216.8%
CB vs GSK
+76.8%
+140.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -0.5% |
| 7D | -0.6% | -4.2% | +3.6% | +0.9% |
| 30D | -3.9% | -7.5% | +3.6% | -1.3% |
| 3M | +4.9% | -3.3% | +8.2% | +5.9% |
| 6M | +3.3% | -9.3% | +12.6% | +6.4% |
| YTD | +8.5% | +1.6% | +6.9% | +6.9% |
| 1Y | +22.1% | +25.5% | -3.4% | +10.7% |
| 3Y | +70.1% | +49.3% | +20.9% | +40.6% |
| 5Y | +97.4% | +46.7% | +50.7% | +61.0% |
| 10Y | +216.8% | +76.8% | +140.0% | +142.7% |
| All | +216.8% | +76.8% | +140.1% | +142.7% |
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