+34.8%
CF vs GSK
+14.9%
+19.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.0% | -9.4% | -3.2% |
| 7D | -6.9% | +4.9% | -11.8% | -5.7% |
| 30D | -3.7% | +9.9% | -13.6% | -1.3% |
| 3M | -5.0% | +0.2% | -5.1% | -5.0% |
| 6M | -10.5% | +2.3% | -12.8% | -9.5% |
| YTD | +46.5% | +7.1% | +39.5% | +41.0% |
| 1Y | +34.8% | +13.1% | +21.7% | +29.4% |
| All | +34.8% | +14.9% | +19.9% | +29.4% |
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 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