+7,857.7%
CI vs GSK
+1,765.6%
+6,092.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | -0.2% |
| 7D | +0.1% | +4.9% | -4.8% | -1.5% |
| 30D | +4.7% | +10.8% | -6.2% | +1.0% |
| 3M | +5.2% | -1.8% | +7.0% | +5.8% |
| 6M | +3.8% | +4.1% | -0.3% | +2.1% |
| YTD | +9.2% | +7.9% | +1.3% | +5.6% |
| 1Y | +14.3% | +14.4% | -0.2% | +8.1% |
| 3Y | +8.4% | +68.1% | -59.7% | -11.9% |
| 5Y | +50.0% | +47.7% | +2.4% | +25.8% |
| 10Y | +142.2% | +100.5% | +41.7% | +82.9% |
| All | +7,857.7% | +1,765.6% | +6,092.1% | +3,361.1% |
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