+60.4%
CF vs GSK
+63.5%
-3.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.4% | +7.6% | +6.0% |
| 7D | +0.4% | +3.6% | -3.1% | +0.7% |
| 30D | +2.2% | +8.2% | -6.0% | +2.9% |
| 3M | +2.1% | -1.2% | +3.3% | +2.1% |
| 6M | -6.5% | +1.9% | -8.4% | -6.3% |
| YTD | +55.6% | +5.5% | +50.0% | +54.3% |
| 1Y | +42.3% | +11.8% | +30.5% | +41.2% |
| All | +60.4% | +63.5% | -3.1% | +49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling