+165.0%
CMI vs GSK
+47.2%
+117.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -0.7% | -3.5% | +2.8% | -0.1% |
| 30D | -12.4% | -3.4% | -8.9% | -11.9% |
| 3M | -14.8% | -8.1% | -6.6% | -13.7% |
| 6M | +0.8% | -11.1% | +11.9% | +2.8% |
| YTD | +10.2% | +0.7% | +9.4% | +9.2% |
| 1Y | +37.4% | +20.1% | +17.3% | +31.1% |
| 3Y | +153.3% | +46.1% | +107.2% | +127.7% |
| All | +165.0% | +47.2% | +117.8% | +126.4% |
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