+24.1%
CMS vs GSK
+46.9%
-22.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +1.0% |
| 7D | +1.2% | -4.2% | +5.4% | +2.1% |
| 30D | -3.2% | -7.5% | +4.4% | -1.6% |
| 3M | -2.2% | -3.3% | +1.1% | -1.7% |
| 6M | -9.4% | -9.3% | -0.1% | -7.8% |
| YTD | +0.7% | +1.6% | -0.9% | 0.0% |
| 1Y | +0.4% | +25.5% | -25.1% | -4.9% |
| 3Y | +35.2% | +49.3% | -14.1% | +21.3% |
| 5Y | +24.1% | +46.7% | -22.5% | +7.9% |
| All | +24.1% | +46.9% | -22.7% | +7.9% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling