+116.3%
CLF vs GSK
+76.8%
+39.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | -0.4% |
| 7D | +6.5% | -4.2% | +10.7% | +8.6% |
| 30D | +0.2% | -7.5% | +7.8% | +3.7% |
| 3M | -3.1% | -3.3% | +0.2% | -2.0% |
| 6M | +25.0% | -9.3% | +34.4% | +29.9% |
| YTD | -7.5% | +1.6% | -9.1% | -9.2% |
| 1Y | +11.5% | +25.5% | -14.0% | -2.5% |
| 3Y | -13.7% | +49.3% | -63.0% | -34.7% |
| 5Y | -47.0% | +46.7% | -93.6% | -60.7% |
| 10Y | +116.3% | +76.8% | +39.5% | +47.7% |
| All | +116.3% | +76.8% | +39.5% | +47.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling