+2,277.8%
CLS vs GSK
+193.0%
+2,084.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.4% | +5.5% | +6.9% |
| 7D | -10.6% | +4.9% | -15.5% | -12.4% |
| 30D | -38.4% | +10.8% | -49.3% | -41.5% |
| 3M | -29.9% | -1.8% | -28.1% | -30.3% |
| 6M | -40.6% | +4.1% | -44.7% | -43.2% |
| YTD | -24.6% | +7.9% | -32.5% | -29.3% |
| 1Y | -30.8% | +14.4% | -45.2% | -36.9% |
| 3Y | +811.7% | +68.1% | +743.6% | +559.5% |
| 5Y | +1,838.4% | +47.7% | +1,790.8% | +1,361.3% |
| 10Y | +1,751.5% | +100.5% | +1,651.0% | +1,093.6% |
| All | +2,277.8% | +193.0% | +2,084.9% | +1,032.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling