+41.1%
CLS vs GSK
+31.2%
+9.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +0.6% |
| 7D | +4.6% | -1.8% | +6.4% | +4.4% |
| 30D | -13.9% | -2.2% | -11.7% | -14.0% |
| 3M | -26.6% | -1.8% | -24.8% | -26.6% |
| 6M | +15.4% | -10.6% | +26.0% | +16.7% |
| YTD | +5.7% | +4.4% | +1.2% | +8.3% |
| 1Y | +41.1% | +30.4% | +10.7% | +40.8% |
| All | +41.1% | +31.2% | +9.9% | +40.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling