+19,506.8%
CMI vs GSK
+1,657.0%
+17,849.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +1.1% |
| 7D | +1.9% | -4.2% | +6.1% | +3.4% |
| 30D | -12.5% | -7.5% | -5.0% | -10.2% |
| 3M | -16.2% | -3.3% | -12.9% | -15.7% |
| 6M | +4.9% | -9.3% | +14.2% | +7.8% |
| YTD | +11.1% | +1.6% | +9.5% | +9.1% |
| 1Y | +43.4% | +25.5% | +17.9% | +29.7% |
| 3Y | +154.1% | +49.3% | +104.8% | +110.2% |
| 5Y | +169.5% | +46.7% | +122.8% | +120.5% |
| 10Y | +503.8% | +76.8% | +427.0% | +351.4% |
| All | +19,506.8% | +1,657.0% | +17,849.8% | +8,137.9% |
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