-50.3%
CCI vs GSK
+47.3%
-97.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -0.3% | -3.6% | +3.3% | +0.7% |
| 30D | +2.1% | -5.9% | +8.1% | +3.7% |
| 3M | -17.8% | -4.3% | -13.6% | -17.0% |
| 6M | -14.2% | -10.8% | -3.4% | -11.9% |
| YTD | -13.3% | +1.8% | -15.1% | -14.3% |
| 1Y | -16.6% | +23.5% | -40.1% | -22.1% |
| 3Y | -10.8% | +49.5% | -60.3% | -21.8% |
| 5Y | -50.3% | +49.7% | -100.0% | -59.0% |
| All | -50.3% | +47.3% | -97.6% | -59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling