+8.7%
CL vs GSK
+31.2%
-22.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.5% | -1.0% |
| 7D | -2.2% | -1.8% | -0.4% | -1.8% |
| 30D | -4.8% | -2.2% | -2.7% | -4.4% |
| 3M | +4.9% | -1.8% | +6.7% | +5.3% |
| 6M | -5.7% | -10.6% | +4.9% | -3.7% |
| YTD | +14.4% | +4.4% | +10.0% | +14.5% |
| 1Y | +8.7% | +30.4% | -21.7% | +6.4% |
| All | +8.7% | +31.2% | -22.5% | +6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling