-7.6%
CMG vs GSK
+48.7%
-56.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | -6.5% | -3.6% | -2.9% | -6.2% |
| 30D | +12.1% | -5.9% | +18.0% | +12.6% |
| 3M | +20.6% | -4.3% | +24.8% | +20.8% |
| 6M | +2.1% | -10.8% | +12.9% | +2.7% |
| YTD | -2.6% | +1.8% | -4.4% | -2.4% |
| 1Y | -8.7% | +23.5% | -32.2% | -9.2% |
| All | -7.6% | +48.7% | -56.3% | -5.8% |
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