+4,100.0%
CMG vs GSK
+159.5%
+3,940.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +1.0% |
| 7D | -1.5% | -4.2% | +2.7% | 0.0% |
| 30D | +12.7% | -7.5% | +20.2% | +15.8% |
| 3M | +26.3% | -3.3% | +29.6% | +27.2% |
| 6M | +4.5% | -9.3% | +13.8% | +7.6% |
| YTD | -0.1% | +1.6% | -1.7% | -1.6% |
| 1Y | -6.8% | +25.5% | -32.3% | -15.8% |
| 3Y | -5.0% | +49.3% | -54.3% | -22.3% |
| 5Y | -3.0% | +46.7% | -49.7% | -22.0% |
| 10Y | +323.6% | +76.8% | +246.7% | +203.3% |
| All | +4,100.0% | +159.5% | +3,940.5% | +2,467.0% |
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