+102.5%
CFG vs GSK
+48.0%
+54.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.9% | +0.3% |
| 7D | +1.5% | -1.8% | +3.4% | +1.9% |
| 30D | -3.8% | -2.2% | -1.7% | -3.5% |
| 3M | +11.5% | -1.8% | +13.3% | +11.7% |
| 6M | +19.2% | -10.6% | +29.8% | +21.3% |
| YTD | +23.7% | +4.4% | +19.3% | +22.5% |
| 1Y | +38.8% | +30.4% | +8.4% | +31.9% |
| 3Y | +178.9% | +60.1% | +118.8% | +144.7% |
| All | +102.5% | +48.0% | +54.5% | +80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling