+37.5%
CL vs GSK
+64.8%
-27.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.2% |
| 7D | -0.8% | -1.1% | +0.3% | -0.5% |
| 30D | +9.5% | +7.8% | +1.7% | +7.4% |
| 3M | +6.8% | +0.3% | +6.5% | +6.5% |
| 6M | +14.3% | +3.4% | +10.8% | +13.1% |
| YTD | +26.3% | +5.9% | +20.4% | +24.2% |
| 1Y | +25.6% | +8.2% | +17.3% | +22.8% |
| All | +37.5% | +64.8% | -27.3% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling