+470.5%
CMS vs GSK
+1,733.0%
-1,262.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -1.3% | +0.5% | -1.7% | -1.4% |
| 30D | +5.3% | +9.4% | -4.2% | +2.8% |
| 3M | -0.3% | +1.6% | -1.9% | -0.9% |
| 6M | -4.0% | +1.3% | -5.3% | -4.7% |
| YTD | +2.1% | +6.0% | -3.9% | 0.0% |
| 1Y | -4.7% | +9.1% | -13.8% | -7.4% |
| 3Y | +36.8% | +65.4% | -28.6% | +17.7% |
| 5Y | +34.9% | +43.0% | -8.1% | +19.1% |
| 10Y | +134.7% | +103.1% | +31.6% | +88.4% |
| All | +470.5% | +1,733.0% | -1,262.5% | +228.4% |
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