+696.9%
CLF vs GSK
+1,705.8%
-1,009.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +2.5% |
| 7D | +7.6% | -1.8% | +9.4% | +8.3% |
| 30D | -1.2% | -2.2% | +1.0% | -0.6% |
| 3M | -13.4% | -1.8% | -11.6% | -13.0% |
| 6M | +15.4% | -10.6% | +26.0% | +20.0% |
| YTD | -5.9% | +4.4% | -10.3% | -8.2% |
| 1Y | +18.8% | +30.4% | -11.6% | +5.3% |
| 3Y | -19.4% | +60.1% | -79.5% | -36.1% |
| 5Y | -47.7% | +46.8% | -94.5% | -57.5% |
| 10Y | +130.4% | +79.2% | +51.2% | +73.5% |
| All | +696.9% | +1,705.8% | -1,009.0% | +265.1% |
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