+192.1%
CFG vs GSK
+65.8%
+126.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.6% |
| 7D | +3.2% | +1.1% | +2.1% | +3.1% |
| 30D | +5.1% | +6.3% | -1.2% | +4.7% |
| 3M | -11.2% | +1.8% | -13.1% | -11.4% |
| 6M | +9.6% | +1.7% | +7.9% | +9.4% |
| YTD | +15.0% | +6.5% | +8.4% | +15.1% |
| 1Y | +29.9% | +9.5% | +20.4% | +30.0% |
| 3Y | +192.1% | +65.3% | +126.8% | +200.8% |
| All | +192.1% | +65.8% | +126.3% | +200.8% |
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