+76.3%
CL vs GSK
+101.6%
-25.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +0.6% |
| 7D | +0.5% | +4.9% | -4.4% | -1.1% |
| 30D | +11.6% | +10.8% | +0.7% | +7.8% |
| 3M | +5.6% | -1.8% | +7.4% | +6.0% |
| 6M | +13.2% | +4.1% | +9.0% | +11.3% |
| YTD | +26.9% | +7.9% | +19.0% | +22.8% |
| 1Y | +27.3% | +14.4% | +12.9% | +20.7% |
| 3Y | +39.7% | +68.1% | -28.4% | +12.9% |
| 5Y | +41.3% | +47.7% | -6.4% | +18.1% |
| 10Y | +76.3% | +100.5% | -24.2% | +26.8% |
| All | +76.3% | +101.6% | -25.3% | +26.8% |
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 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