+45.4%
COF vs GSK
+47.2%
-1.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.7% | -1.6% |
| 7D | -6.1% | -5.4% | -0.7% | -5.3% |
| 30D | -5.2% | -4.6% | -0.6% | -4.5% |
| 3M | +17.0% | -5.1% | +22.1% | +17.7% |
| 6M | +12.9% | -11.4% | +24.3% | +14.7% |
| YTD | -13.5% | +0.7% | -14.3% | -13.7% |
| 1Y | -5.9% | +23.0% | -28.9% | -8.7% |
| 3Y | +117.1% | +48.0% | +69.2% | +98.9% |
| 5Y | +45.4% | +48.2% | -2.8% | +29.3% |
| All | +45.4% | +47.2% | -1.9% | +29.3% |
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