-2.7%
CEG vs GSK
+31.2%
-34.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.9% | +6.8% | +4.8% |
| 7D | +8.0% | -1.8% | +9.9% | +7.9% |
| 30D | +12.9% | -2.2% | +15.1% | +12.9% |
| 3M | +13.2% | -1.8% | +15.0% | +13.0% |
| 6M | -7.0% | -10.6% | +3.6% | -7.6% |
| YTD | -15.0% | +4.4% | -19.4% | -14.5% |
| 1Y | -2.7% | +30.4% | -33.1% | -4.7% |
| All | -2.7% | +31.2% | -34.0% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling