-29.6%
CLS vs GSK
+14.9%
-44.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +5.0% | -14.1% | -6.7% |
| 7D | -21.1% | +4.9% | -26.1% | -19.1% |
| 30D | -38.2% | +9.9% | -48.1% | -35.7% |
| 3M | -36.3% | +0.2% | -36.5% | -34.6% |
| 6M | -43.8% | +2.3% | -46.1% | -42.3% |
| YTD | -20.0% | +7.1% | -27.1% | -13.7% |
| 1Y | -29.6% | +13.1% | -42.7% | -23.0% |
| All | -29.6% | +14.9% | -44.5% | -23.0% |
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