+150.2%
CMI vs GSK
+47.2%
+103.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.7% |
| 7D | +0.8% | -5.4% | +6.2% | +1.5% |
| 30D | -12.8% | -4.6% | -8.2% | -12.3% |
| 3M | -12.4% | -5.1% | -7.3% | -12.1% |
| 6M | -0.9% | -11.4% | +10.6% | +0.7% |
| YTD | +8.9% | +0.7% | +8.1% | +8.1% |
| 1Y | +37.7% | +23.0% | +14.7% | +32.5% |
| All | +150.2% | +47.2% | +103.1% | +129.8% |
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