+50.7%
CF vs GSK
+13.5%
+37.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.4% |
| 7D | +4.8% | +5.2% | -0.4% | +6.1% |
| 30D | +9.7% | +10.2% | -0.5% | +12.5% |
| 3M | +1.2% | -0.9% | +2.1% | +0.9% |
| 6M | +7.4% | +3.5% | +3.9% | +9.1% |
| YTD | +60.5% | +7.2% | +53.3% | +54.0% |
| 1Y | +50.7% | +12.0% | +38.7% | +43.9% |
| All | +50.7% | +13.5% | +37.3% | +43.9% |
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 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