+7,463.6%
CI vs GSK
+1,705.8%
+5,757.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.6% |
| 7D | +1.3% | -1.8% | +3.1% | +2.0% |
| 30D | +4.4% | -2.2% | +6.6% | +5.2% |
| 3M | +0.7% | -1.8% | +2.5% | +1.1% |
| 6M | +0.3% | -10.6% | +11.0% | +3.9% |
| YTD | +3.8% | +4.4% | -0.6% | +1.5% |
| 1Y | -5.5% | +30.4% | -35.9% | -15.0% |
| 3Y | +8.1% | +60.1% | -52.0% | -10.8% |
| 5Y | +42.8% | +46.8% | -4.0% | +20.0% |
| 10Y | +143.9% | +79.2% | +64.7% | +91.1% |
| All | +7,463.6% | +1,705.8% | +5,757.7% | +3,228.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling