+10.3%
CLX vs GSK
+9.8%
+0.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.6% | +0.9% |
| 7D | +9.5% | +1.1% | +8.4% | +9.0% |
| 30D | +30.7% | +6.3% | +24.4% | +27.5% |
| 3M | +4.2% | +1.8% | +2.4% | +3.4% |
| 6M | +22.1% | +1.7% | +20.5% | +21.0% |
| YTD | +14.1% | +6.5% | +7.5% | +11.4% |
| 1Y | +10.3% | +9.5% | +0.8% | +6.7% |
| All | +10.3% | +9.8% | +0.6% | +6.7% |
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