+115.8%
CF vs GSK
+44.6%
+71.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.6% |
| 7D | +4.8% | +5.2% | -0.4% | +4.4% |
| 30D | +9.7% | +10.2% | -0.5% | +9.1% |
| 3M | +1.2% | -0.9% | +2.1% | +1.2% |
| 6M | +7.4% | +3.5% | +3.9% | +7.0% |
| YTD | +60.5% | +7.2% | +53.3% | +57.4% |
| 1Y | +50.7% | +12.0% | +38.7% | +46.9% |
| 3Y | +64.8% | +67.3% | -2.5% | +44.1% |
| 5Y | +115.8% | +45.3% | +70.5% | +97.4% |
| All | +115.8% | +44.6% | +71.2% | +97.4% |
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