+69.4%
CME vs GSK
+47.2%
+22.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.9% | -0.8% |
| 7D | -0.6% | +4.9% | -5.5% | -1.3% |
| 30D | +8.5% | +10.8% | -2.3% | +6.9% |
| 3M | +16.0% | -1.8% | +17.8% | +16.2% |
| 6M | +9.3% | +4.1% | +5.2% | +8.5% |
| YTD | +15.3% | +7.9% | +7.4% | +13.1% |
| 1Y | +14.4% | +14.4% | 0.0% | +11.1% |
| 3Y | +59.9% | +68.1% | -8.2% | +41.4% |
| 5Y | +69.4% | +47.7% | +21.8% | +48.5% |
| All | +69.4% | +47.2% | +22.2% | +48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling