+115.2%
CMS vs GSK
+81.4%
+33.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.4% |
| 7D | +0.4% | -1.8% | +2.2% | +0.9% |
| 30D | -3.6% | -2.2% | -1.4% | -3.0% |
| 3M | -1.9% | -1.8% | -0.1% | -1.6% |
| 6M | -11.0% | -10.6% | -0.4% | -8.1% |
| YTD | +0.2% | +4.4% | -4.2% | -1.9% |
| 1Y | -1.3% | +30.4% | -31.7% | -10.7% |
| 3Y | +35.9% | +60.1% | -24.1% | +11.4% |
| 5Y | +23.1% | +46.8% | -23.7% | +2.2% |
| All | +115.2% | +81.4% | +33.8% | +65.2% |
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