+242.0%
COF vs GSK
+80.1%
+161.9%
-60.3%
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 | -5.1% | -3.5% | -1.6% | -4.0% |
| 30D | -6.0% | -3.4% | -2.6% | -5.0% |
| 3M | +14.8% | -8.1% | +23.0% | +17.8% |
| 6M | +15.3% | -11.1% | +26.5% | +19.5% |
| YTD | -13.0% | +0.7% | -13.8% | -14.1% |
| 1Y | -5.7% | +20.1% | -25.9% | -13.0% |
| 3Y | +118.1% | +46.1% | +72.0% | +78.7% |
| 5Y | +46.2% | +48.2% | -2.0% | +14.9% |
| All | +242.0% | +80.1% | +161.9% | +151.4% |
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 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