+189.0%
CDE vs GSK
+47.2%
+141.8%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -3.1% | -3.5% | +0.4% | -1.9% |
| 30D | +9.5% | -3.4% | +12.9% | +10.8% |
| 3M | +25.5% | -8.1% | +33.6% | +28.8% |
| 6M | -7.9% | -11.1% | +3.2% | -4.1% |
| YTD | +15.6% | +0.7% | +14.8% | +14.4% |
| 1Y | +34.0% | +20.1% | +13.9% | +23.4% |
| 3Y | +791.9% | +46.1% | +745.8% | +604.0% |
| All | +189.0% | +47.2% | +141.8% | +121.5% |
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