-1.4%
CLX vs GSK
+80.2%
-81.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.3% | -2.2% |
| 7D | -4.9% | -3.6% | -1.3% | -4.1% |
| 30D | -15.8% | -5.9% | -9.9% | -14.6% |
| 3M | -7.9% | -4.3% | -3.7% | -7.1% |
| 6M | -19.0% | -10.8% | -8.3% | -17.0% |
| YTD | -7.9% | +1.8% | -9.7% | -8.4% |
| 1Y | -25.4% | +23.5% | -48.8% | -29.0% |
| 3Y | -35.0% | +49.5% | -84.6% | -41.4% |
| 5Y | -36.8% | +49.7% | -86.4% | -43.7% |
| 10Y | -1.4% | +81.9% | -83.4% | -19.1% |
| All | -1.4% | +80.2% | -81.6% | -19.1% |
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