+80.1%
CLF vs GSK
+101.6%
-21.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.4% | +4.6% | +6.0% |
| 7D | -14.1% | +4.9% | -19.0% | -15.9% |
| 30D | -5.5% | +10.8% | -16.4% | -10.1% |
| 3M | 0.0% | -1.8% | +1.8% | -0.1% |
| 6M | +11.3% | +4.1% | +7.1% | +7.9% |
| YTD | -7.7% | +7.9% | -15.6% | -12.4% |
| 1Y | +17.5% | +14.4% | +3.1% | +8.4% |
| 3Y | -25.4% | +68.1% | -93.5% | -46.9% |
| 5Y | -46.0% | +47.7% | -93.6% | -59.3% |
| 10Y | +80.1% | +100.5% | -20.4% | +25.9% |
| All | +80.1% | +101.6% | -21.5% | +25.9% |
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