+132.3%
CMS vs GSK
+101.6%
+30.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -0.2% |
| 7D | -0.9% | +4.9% | -5.8% | -2.4% |
| 30D | +7.1% | +10.8% | -3.8% | +3.6% |
| 3M | -1.3% | -1.8% | +0.5% | -1.0% |
| 6M | -2.7% | +4.1% | -6.8% | -4.3% |
| YTD | +2.6% | +7.9% | -5.3% | -0.8% |
| 1Y | -2.0% | +14.4% | -16.4% | -7.1% |
| 3Y | +39.6% | +68.1% | -28.5% | +12.3% |
| 5Y | +35.3% | +47.7% | -12.3% | +12.3% |
| 10Y | +132.3% | +100.5% | +31.9% | +68.8% |
| All | +132.3% | +101.6% | +30.8% | +68.8% |
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 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