+2,336.0%
CLX vs GSK
+1,705.8%
+630.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.9% |
| 7D | -9.2% | -1.8% | -7.4% | -8.9% |
| 30D | -11.0% | -2.2% | -8.9% | -10.6% |
| 3M | +5.0% | -1.8% | +6.9% | +5.4% |
| 6M | -18.8% | -10.6% | -8.2% | -16.9% |
| YTD | -4.4% | +4.4% | -8.8% | -5.5% |
| 1Y | -21.9% | +30.4% | -52.3% | -26.7% |
| 3Y | -32.8% | +60.1% | -92.8% | -40.4% |
| 5Y | -34.6% | +46.8% | -81.3% | -41.4% |
| 10Y | -4.7% | +79.2% | -83.9% | -19.8% |
| All | +2,336.0% | +1,705.8% | +630.1% | +1,066.9% |
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