+8,015.2%
CI vs GSK
+1,731.5%
+6,283.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.7% | -0.1% |
| 7D | -1.3% | -1.1% | -0.2% | -0.9% |
| 30D | +6.4% | +7.8% | -1.5% | +3.6% |
| 3M | +10.7% | +0.3% | +10.4% | +10.4% |
| 6M | +5.5% | +3.4% | +2.0% | +4.0% |
| YTD | +11.4% | +5.9% | +5.5% | +8.3% |
| 1Y | +15.0% | +8.2% | +6.8% | +11.0% |
| 3Y | +9.0% | +65.3% | -56.3% | -11.0% |
| 5Y | +52.0% | +43.3% | +8.7% | +28.8% |
| 10Y | +150.9% | +102.9% | +48.0% | +88.8% |
| All | +8,015.2% | +1,731.5% | +6,283.6% | +3,452.0% |
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 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