+1,312.5%
CLS vs GSK
+53.4%
+1,259.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.7% | +8.3% | +5.3% |
| 7D | +12.8% | -4.2% | +17.0% | +12.2% |
| 30D | +3.8% | -7.5% | +11.3% | +3.0% |
| 3M | -14.6% | -3.3% | -11.3% | -14.8% |
| 6M | +32.2% | -9.3% | +41.6% | +31.8% |
| YTD | +11.6% | +1.6% | +10.0% | +12.9% |
| 1Y | +35.1% | +25.5% | +9.6% | +39.4% |
| 3Y | +1,312.5% | +49.3% | +1,263.3% | +1,327.0% |
| All | +1,312.5% | +53.4% | +1,259.1% | +1,327.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling