+5,315.6%
CL vs GSK
+1,721.8%
+3,593.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.2% |
| 3M | +4.4% | -2.7% | +7.1% | +5.1% |
| 6M | +10.8% | +1.4% | +9.4% | +10.1% |
| YTD | +25.1% | +5.3% | +19.8% | +22.6% |
| 1Y | +28.0% | +10.6% | +17.3% | +23.5% |
| 3Y | +37.6% | +62.6% | -25.0% | +17.1% |
| 5Y | +39.7% | +41.7% | -2.0% | +22.2% |
| 10Y | +75.8% | +104.7% | -29.0% | +36.9% |
| All | +5,315.6% | +1,721.8% | +3,593.9% | +1,867.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling