+732.7%
CLS vs GSK
+63.2%
+669.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -22.2% | +1.7% | -23.8% | -21.8% |
| 30D | -44.4% | +7.0% | -51.4% | -43.4% |
| 3M | -34.3% | -2.7% | -31.6% | -33.9% |
| 6M | -50.1% | +1.4% | -51.5% | -49.5% |
| YTD | -30.1% | +5.3% | -35.4% | -28.2% |
| 1Y | -39.3% | +10.6% | -50.0% | -37.4% |
| 3Y | +732.7% | +62.6% | +670.1% | +746.0% |
| All | +732.7% | +63.2% | +669.5% | +746.0% |
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