+31.8%
CLX vs GSK
+105.0%
-73.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.6% | +1.0% |
| 7D | +9.5% | +1.1% | +8.4% | +9.2% |
| 30D | +30.7% | +6.3% | +24.4% | +28.8% |
| 3M | +4.2% | +1.8% | +2.4% | +3.7% |
| 6M | +22.1% | +1.7% | +20.5% | +21.5% |
| YTD | +14.1% | +6.5% | +7.5% | +12.3% |
| 1Y | +10.3% | +9.5% | +0.8% | +7.9% |
| 3Y | -7.8% | +65.3% | -73.1% | -18.9% |
| 5Y | -20.8% | +43.7% | -64.6% | -28.6% |
| All | +31.8% | +105.0% | -73.2% | +4.1% |
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