+22.4%
CCI vs GSK
+80.1%
-57.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.3% | +2.4% |
| 7D | -0.3% | -3.5% | +3.3% | +1.0% |
| 30D | +2.2% | -3.4% | +5.7% | +3.5% |
| 3M | -16.9% | -8.1% | -8.8% | -14.4% |
| 6M | -11.5% | -11.1% | -0.4% | -7.9% |
| YTD | -12.8% | +0.7% | -13.6% | -14.1% |
| 1Y | -17.1% | +20.1% | -37.2% | -24.2% |
| 3Y | -9.6% | +46.1% | -55.8% | -25.5% |
| 5Y | -48.9% | +48.2% | -97.2% | -59.3% |
| All | +22.4% | +80.1% | -57.6% | -9.0% |
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