+28.0%
CL vs GSK
+11.3%
+16.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +9.0% |
| 3M | +4.4% | -2.7% | +7.1% | +5.0% |
| 6M | +10.8% | +1.4% | +9.4% | +10.1% |
| YTD | +25.1% | +5.3% | +19.8% | +24.1% |
| 1Y | +28.0% | +10.6% | +17.3% | +25.1% |
| All | +28.0% | +11.3% | +16.7% | +25.1% |
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 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