+5,294.5%
CF vs GSK
+191.5%
+5,103.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.4% | +7.6% | +6.9% |
| 7D | +0.4% | +3.6% | -3.1% | -1.4% |
| 30D | +2.2% | +8.2% | -6.0% | -1.9% |
| 3M | +2.1% | -1.2% | +3.3% | +2.0% |
| 6M | -6.5% | +1.9% | -8.4% | -8.5% |
| YTD | +55.6% | +5.5% | +50.0% | +46.2% |
| 1Y | +42.3% | +11.8% | +30.5% | +29.6% |
| 3Y | +55.7% | +64.5% | -8.8% | +8.0% |
| 5Y | +122.4% | +41.9% | +80.5% | +63.4% |
| 10Y | +568.5% | +105.1% | +463.5% | +272.4% |
| All | +5,294.5% | +191.5% | +5,103.1% | +2,317.8% |
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