-17.9%
CLS vs GSK
+9.8%
-27.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -5.9% | -5.2% |
| 7D | +16.3% | +1.1% | +15.1% | +16.8% |
| 30D | -25.7% | +6.3% | -32.0% | -23.6% |
| 3M | -30.9% | +1.8% | -32.7% | -29.1% |
| 6M | -35.5% | +1.7% | -37.1% | -33.9% |
| YTD | -18.7% | +6.5% | -25.2% | -11.7% |
| 1Y | -17.9% | +9.5% | -27.4% | -10.0% |
| All | -17.9% | +9.8% | -27.7% | -10.0% |
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