+415.5%
CNQ vs GSK
+80.1%
+335.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +0.1% | -3.5% | +3.6% | +1.4% |
| 30D | +6.2% | -3.4% | +9.6% | +7.4% |
| 3M | +12.4% | -8.1% | +20.5% | +15.4% |
| 6M | +9.0% | -11.1% | +20.2% | +12.6% |
| YTD | +52.2% | +0.7% | +51.5% | +48.8% |
| 1Y | +65.0% | +20.1% | +44.9% | +49.1% |
| 3Y | +78.8% | +46.1% | +32.7% | +41.1% |
| 5Y | +286.0% | +48.2% | +237.7% | +191.4% |
| All | +415.5% | +80.1% | +335.4% | +262.5% |
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