-7.4%
CDE vs GSK
-8.9%
+1.5%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.5% | +1.5% |
| 7D | -2.0% | -3.6% | +1.6% | -0.1% |
| 30D | +15.7% | -5.9% | +21.6% | +19.4% |
| 3M | +30.5% | -4.3% | +34.8% | +31.9% |
| 6M | -7.4% | -10.8% | +3.4% | +3.4% |
| All | -7.4% | -8.9% | +1.5% | +3.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling