+503.2%
CMI vs GSK
+80.1%
+423.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -0.7% | -3.5% | +2.8% | +0.4% |
| 30D | -12.4% | -3.4% | -8.9% | -11.6% |
| 3M | -14.8% | -8.1% | -6.6% | -13.0% |
| 6M | +0.8% | -11.1% | +11.9% | +3.9% |
| YTD | +10.2% | +0.7% | +9.4% | +8.6% |
| 1Y | +37.4% | +20.1% | +17.3% | +27.3% |
| 3Y | +153.3% | +46.1% | +107.2% | +113.2% |
| 5Y | +167.6% | +48.2% | +119.4% | +118.3% |
| All | +503.2% | +80.1% | +423.1% | +344.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling