-41.7%
CCL vs GSK
+80.2%
-121.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.3% | -2.2% |
| 7D | -4.4% | -3.6% | -0.8% | -2.9% |
| 30D | -18.2% | -5.9% | -12.3% | -16.1% |
| 3M | -17.7% | -4.3% | -13.5% | -16.4% |
| 6M | -13.0% | -10.8% | -2.2% | -8.8% |
| YTD | -24.5% | +1.8% | -26.3% | -25.1% |
| 1Y | -26.9% | +23.5% | -50.4% | -33.5% |
| 3Y | +50.8% | +49.5% | +1.2% | +18.7% |
| 5Y | -0.9% | +49.7% | -50.6% | -24.3% |
| 10Y | -41.7% | +81.9% | -123.6% | -56.4% |
| All | -41.7% | +80.2% | -121.9% | -56.4% |
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