+73.4%
CL vs GSK
+103.4%
-30.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | +1.3% | +1.7% | -0.3% | +0.8% |
| 30D | +11.4% | +7.0% | +4.3% | +8.8% |
| 3M | +4.4% | -2.7% | +7.1% | +5.2% |
| 6M | +10.8% | +1.4% | +9.4% | +9.9% |
| YTD | +25.1% | +5.3% | +19.8% | +22.1% |
| 1Y | +28.0% | +10.6% | +17.3% | +22.7% |
| 3Y | +37.6% | +62.6% | -25.0% | +12.6% |
| 5Y | +39.7% | +41.7% | -2.0% | +18.8% |
| All | +73.4% | +103.4% | -30.0% | +26.3% |
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