+56.1%
CDE vs GSK
+80.1%
-24.0%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -3.1% | -3.5% | +0.4% | -1.2% |
| 30D | +9.5% | -3.4% | +12.9% | +11.5% |
| 3M | +25.5% | -8.1% | +33.6% | +30.4% |
| 6M | -7.9% | -11.1% | +3.2% | -2.4% |
| YTD | +15.6% | +0.7% | +14.8% | +13.2% |
| 1Y | +34.0% | +20.1% | +13.9% | +17.8% |
| 3Y | +791.9% | +46.1% | +745.8% | +551.6% |
| 5Y | +197.7% | +48.2% | +149.5% | +109.3% |
| All | +56.1% | +80.1% | -24.0% | -4.8% |
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