+140.4%
CI vs GSK
+76.8%
+63.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -0.6% |
| 7D | -2.0% | -4.2% | +2.2% | -0.1% |
| 30D | -1.8% | -7.5% | +5.7% | +1.6% |
| 3M | -4.2% | -3.3% | -0.9% | -3.1% |
| 6M | +2.7% | -9.3% | +12.0% | +6.6% |
| YTD | +1.9% | +1.6% | +0.3% | 0.0% |
| 1Y | -6.3% | +25.5% | -31.7% | -17.7% |
| 3Y | +3.9% | +49.3% | -45.4% | -18.7% |
| 5Y | +41.9% | +46.7% | -4.8% | +9.1% |
| 10Y | +140.4% | +76.8% | +63.6% | +62.0% |
| All | +140.4% | +76.8% | +63.6% | +62.0% |
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 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