+36.7%
CLS vs GSK
+24.6%
+12.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | +20.1% | -3.6% | +23.7% | +19.5% |
| 30D | +6.0% | -5.9% | +12.0% | +5.3% |
| 3M | -10.3% | -4.3% | -6.0% | -10.7% |
| 6M | +24.5% | -10.8% | +35.3% | +25.1% |
| YTD | +12.9% | +1.8% | +11.1% | +16.1% |
| 1Y | +36.7% | +23.5% | +13.2% | +39.8% |
| All | +36.7% | +24.6% | +12.1% | +39.8% |
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