+27.8%
CL vs GSK
+14.2%
+13.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +8.0% |
| 3M | +5.6% | -1.8% | +7.4% | +5.9% |
| 6M | +13.2% | +4.1% | +9.0% | +11.4% |
| YTD | +26.9% | +7.9% | +19.0% | +24.3% |
| All | +27.8% | +14.2% | +13.7% | +23.6% |
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