+5,331.8%
CF vs GSK
+191.0%
+5,140.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -3.2% | +1.7% | -4.8% | -4.1% |
| 30D | +4.3% | +7.0% | -2.7% | +0.7% |
| 3M | +2.8% | -2.7% | +5.5% | +3.4% |
| 6M | +0.6% | +1.4% | -0.8% | -1.3% |
| YTD | +56.6% | +5.3% | +51.3% | +47.4% |
| 1Y | +49.6% | +10.6% | +39.0% | +37.0% |
| 3Y | +61.5% | +62.6% | -1.1% | +12.8% |
| 5Y | +124.0% | +41.7% | +82.3% | +64.6% |
| 10Y | +573.2% | +104.7% | +468.4% | +275.3% |
| All | +5,331.8% | +191.0% | +5,140.8% | +2,336.3% |
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