+518.2%
CEG vs GSK
+32.4%
+485.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.3% |
| 7D | -4.7% | +1.7% | -6.4% | -4.7% |
| 30D | -16.6% | +7.0% | -23.6% | -16.5% |
| 3M | -4.1% | -2.7% | -1.5% | -3.9% |
| 6M | -22.3% | +1.4% | -23.7% | -22.3% |
| YTD | -28.9% | +5.3% | -34.3% | -28.9% |
| 1Y | -28.5% | +10.6% | -39.1% | -28.5% |
| 3Y | +104.3% | +62.6% | +41.7% | +93.6% |
| All | +518.2% | +32.4% | +485.8% | +515.4% |
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 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