+6,646.7%
CB vs GSK
+1,102.6%
+5,544.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.2% |
| 7D | +0.5% | -1.8% | +2.3% | +1.2% |
| 30D | -3.1% | -2.2% | -0.9% | -2.4% |
| 3M | +9.0% | -1.8% | +10.8% | +9.4% |
| 6M | +2.9% | -10.6% | +13.5% | +6.7% |
| YTD | +10.1% | +4.4% | +5.7% | +7.4% |
| 1Y | +22.8% | +30.4% | -7.6% | +9.5% |
| 3Y | +73.8% | +60.1% | +13.7% | +40.1% |
| 5Y | +99.2% | +46.8% | +52.4% | +63.7% |
| 10Y | +218.2% | +79.2% | +139.0% | +138.2% |
| All | +6,646.7% | +1,102.6% | +5,544.0% | +3,599.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling