+208.5%
CFG vs GSK
+103.1%
+105.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +3.2% | +0.2% | +3.0% | +3.1% |
| 30D | +5.1% | +5.4% | -0.3% | +3.1% |
| 3M | -11.2% | +0.9% | -12.1% | -11.8% |
| 6M | +9.6% | +0.7% | +8.8% | +8.6% |
| YTD | +15.0% | +5.6% | +9.4% | +11.5% |
| 1Y | +29.9% | +8.5% | +21.4% | +24.7% |
| 3Y | +192.1% | +63.8% | +128.3% | +125.7% |
| 5Y | +62.3% | +42.4% | +19.8% | +32.1% |
| All | +208.5% | +103.1% | +105.4% | +122.1% |
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