-47.8%
CLF vs GSK
+48.0%
-95.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +2.3% |
| 7D | +7.6% | -1.8% | +9.4% | +8.1% |
| 30D | -1.2% | -2.2% | +1.0% | -0.8% |
| 3M | -13.4% | -1.8% | -11.6% | -13.1% |
| 6M | +15.4% | -10.6% | +26.0% | +18.7% |
| YTD | -5.9% | +4.4% | -10.3% | -7.3% |
| 1Y | +18.8% | +30.4% | -11.6% | +9.2% |
| 3Y | -19.4% | +60.1% | -79.5% | -33.9% |
| All | -47.8% | +48.0% | -95.8% | -56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling