-25.4%
CLX vs GSK
+24.6%
-49.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.3% | -2.2% |
| 7D | -4.9% | -3.6% | -1.3% | -4.0% |
| 30D | -15.8% | -5.9% | -9.9% | -14.5% |
| 3M | -7.9% | -4.3% | -3.7% | -6.9% |
| 6M | -19.0% | -10.8% | -8.3% | -17.1% |
| YTD | -7.9% | +1.8% | -9.7% | -6.3% |
| 1Y | -25.4% | +23.5% | -48.8% | -23.1% |
| All | -25.4% | +24.6% | -49.9% | -23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling