+1,753.0%
CLS vs GSK
+104.2%
+1,648.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.4% | +5.5% | +7.3% |
| 7D | -10.6% | +4.9% | -15.5% | -11.6% |
| 30D | -38.4% | +10.8% | -49.3% | -40.4% |
| 3M | -29.9% | -1.8% | -28.1% | -29.9% |
| 6M | -40.6% | +4.1% | -44.7% | -42.3% |
| YTD | -24.6% | +7.9% | -32.5% | -27.7% |
| 1Y | -30.8% | +14.4% | -45.2% | -35.1% |
| 3Y | +811.7% | +68.1% | +743.6% | +592.9% |
| 5Y | +1,838.4% | +47.7% | +1,790.8% | +1,434.2% |
| All | +1,753.0% | +104.2% | +1,648.9% | +1,217.7% |
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