+237.0%
CFG vs GSK
+101.6%
+135.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.5% | +2.1% |
| 7D | +0.3% | +4.9% | -4.6% | -1.4% |
| 30D | +3.2% | +10.8% | -7.6% | -0.5% |
| 3M | -9.7% | -1.8% | -7.9% | -9.4% |
| 6M | +3.6% | +4.1% | -0.5% | +1.6% |
| YTD | +14.7% | +7.9% | +6.8% | +10.5% |
| 1Y | +29.6% | +14.4% | +15.1% | +22.1% |
| 3Y | +190.6% | +68.1% | +122.5% | +122.9% |
| 5Y | +67.1% | +47.7% | +19.4% | +34.0% |
| 10Y | +237.0% | +100.5% | +136.5% | +146.3% |
| All | +237.0% | +101.6% | +135.4% | +146.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling