+34.5%
CMS vs GSK
+44.4%
-9.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | +1.7% | +1.1% | +0.6% | +1.5% |
| 30D | +6.2% | +6.3% | -0.2% | +4.8% |
| 3M | +0.6% | +1.8% | -1.2% | +0.1% |
| 6M | -1.8% | +1.7% | -3.4% | -2.3% |
| YTD | +3.8% | +6.5% | -2.7% | +2.0% |
| 1Y | -1.8% | +9.5% | -11.3% | -4.0% |
| 3Y | +39.8% | +65.3% | -25.5% | +22.6% |
| All | +34.5% | +44.4% | -9.9% | +16.8% |
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 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