-33.6%
CLX vs GSK
+53.4%
-87.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -1.0% |
| 7D | -3.5% | -4.2% | +0.6% | -2.6% |
| 30D | -11.9% | -7.5% | -4.4% | -10.4% |
| 3M | -2.6% | -3.3% | +0.7% | -1.9% |
| 6M | -18.2% | -9.3% | -8.8% | -16.5% |
| YTD | -5.9% | +1.6% | -7.5% | -5.9% |
| 1Y | -23.8% | +25.5% | -49.3% | -26.8% |
| 3Y | -33.6% | +49.3% | -82.8% | -38.5% |
| All | -33.6% | +53.4% | -87.0% | -38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling