-36.4%
CCI vs GSK
+42.6%
-79.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -1.4% | +0.5% | -1.8% | -1.5% |
| 30D | +12.7% | +9.4% | +3.3% | +10.1% |
| 3M | +23.0% | +1.6% | +21.4% | +22.3% |
| 6M | +0.6% | +1.3% | -0.7% | +0.1% |
| YTD | +4.9% | +6.0% | -1.1% | +2.5% |
| 1Y | +0.7% | +9.1% | -8.4% | -2.4% |
| 3Y | +10.2% | +65.4% | -55.2% | -5.8% |
| 5Y | -36.4% | +43.0% | -79.4% | -45.6% |
| All | -36.4% | +42.6% | -79.0% | -45.6% |
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