+28.4%
CLX vs GSK
+104.5%
-76.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | +13.6% | +5.2% | +8.5% | +12.3% |
| 30D | +29.1% | +10.2% | +18.9% | +26.1% |
| 3M | +1.6% | -0.9% | +2.5% | +1.7% |
| 6M | +18.7% | +3.5% | +15.2% | +17.6% |
| YTD | +11.1% | +7.2% | +3.9% | +9.2% |
| 1Y | +7.0% | +12.0% | -5.0% | +4.1% |
| 3Y | -10.0% | +67.3% | -77.3% | -21.0% |
| 5Y | -22.6% | +45.3% | -67.9% | -30.4% |
| All | +28.4% | +104.5% | -76.1% | +1.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling