+4,850.5%
CL vs GSK
+1,705.8%
+3,144.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.5% | -0.9% |
| 7D | -2.2% | -1.8% | -0.4% | -1.7% |
| 30D | -4.8% | -2.2% | -2.7% | -4.3% |
| 3M | +4.9% | -1.8% | +6.7% | +5.3% |
| 6M | -5.7% | -10.6% | +4.9% | -2.9% |
| YTD | +14.4% | +4.4% | +10.0% | +12.4% |
| 1Y | +8.7% | +30.4% | -21.7% | -0.1% |
| 3Y | +30.0% | +60.1% | -30.1% | +11.0% |
| 5Y | +28.4% | +46.8% | -18.4% | +11.1% |
| 10Y | +50.1% | +79.2% | -29.1% | +21.3% |
| All | +4,850.5% | +1,705.8% | +3,144.6% | +1,704.2% |
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