+173.3%
CFG vs GSK
+63.2%
+110.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.8% | -0.9% |
| 7D | -0.9% | +1.7% | -2.5% | -1.0% |
| 30D | +1.1% | +7.0% | -6.0% | +0.6% |
| 3M | -12.0% | -2.7% | -9.3% | -11.9% |
| 6M | -2.2% | +1.4% | -3.7% | -2.3% |
| YTD | +11.4% | +5.3% | +6.1% | +11.6% |
| 1Y | +27.8% | +10.6% | +17.2% | +28.1% |
| 3Y | +173.3% | +62.6% | +110.7% | +170.2% |
| All | +173.3% | +63.2% | +110.1% | +170.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling