+5,967.0%
CF vs GSK
+188.5%
+5,778.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -2.3% |
| 7D | +6.0% | -1.8% | +7.8% | +6.9% |
| 30D | +14.8% | -2.2% | +17.0% | +15.8% |
| 3M | +14.1% | -1.8% | +15.9% | +14.3% |
| 6M | +28.5% | -10.6% | +39.1% | +33.1% |
| YTD | +74.9% | +4.4% | +70.5% | +66.1% |
| 1Y | +61.7% | +30.4% | +31.3% | +34.9% |
| 3Y | +80.3% | +60.1% | +20.3% | +27.2% |
| 5Y | +226.0% | +46.8% | +179.2% | +134.3% |
| 10Y | +569.9% | +79.2% | +490.6% | +310.2% |
| All | +5,967.0% | +188.5% | +5,778.5% | +2,645.9% |
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 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