+28.0%
CFG vs GSK
+14.2%
+13.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.5% | +2.3% |
| 7D | +0.3% | +4.9% | -4.6% | -0.9% |
| 30D | +3.2% | +10.8% | -7.6% | +0.7% |
| 3M | -9.7% | -1.8% | -7.9% | -9.2% |
| 6M | +3.6% | +4.1% | -0.5% | +2.2% |
| YTD | +14.7% | +7.9% | +6.8% | +11.4% |
| All | +28.0% | +14.2% | +13.8% | +22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling