-3.1%
CMG vs GSK
+47.2%
-50.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.1% | -3.5% | +1.5% | -1.7% |
| 30D | +10.9% | -3.4% | +14.4% | +11.3% |
| 3M | +15.8% | -8.1% | +24.0% | +16.8% |
| 6M | +6.9% | -11.1% | +18.1% | +8.1% |
| YTD | -2.2% | +0.7% | -2.9% | -2.2% |
| 1Y | -7.1% | +20.1% | -27.2% | -8.9% |
| 3Y | -7.1% | +46.1% | -53.2% | -11.7% |
| All | -3.1% | +47.2% | -50.3% | -9.8% |
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 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