+2,554.6%
CLX vs GSK
+1,721.8%
+832.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.4% | +0.3% |
| 7D | +13.6% | +1.7% | +11.9% | +13.2% |
| 30D | +23.4% | +7.0% | +16.3% | +21.5% |
| 3M | -2.8% | -2.7% | -0.2% | -2.3% |
| 6M | +14.0% | +1.4% | +12.6% | +13.5% |
| YTD | +4.2% | +5.3% | -1.2% | +2.7% |
| 1Y | -1.2% | +10.6% | -11.8% | -3.6% |
| 3Y | -12.7% | +62.6% | -75.3% | -22.8% |
| 5Y | -26.5% | +41.7% | -68.2% | -33.7% |
| 10Y | +20.2% | +104.7% | -84.5% | -1.8% |
| All | +2,554.6% | +1,721.8% | +832.8% | +1,168.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling