+639.5%
CEG vs GSK
+31.3%
+608.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.9% | +6.8% | +4.9% |
| 7D | +8.0% | -1.8% | +9.9% | +8.0% |
| 30D | +12.9% | -2.2% | +15.1% | +13.0% |
| 3M | +13.2% | -1.8% | +15.0% | +13.1% |
| 6M | -7.0% | -10.6% | +3.6% | -6.9% |
| YTD | -15.0% | +4.4% | -19.4% | -15.1% |
| 1Y | -2.7% | +30.4% | -33.1% | -3.7% |
| 3Y | +184.1% | +60.1% | +124.0% | +169.4% |
| All | +639.5% | +31.3% | +608.2% | +634.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling