+340.2%
COP vs GSK
+80.2%
+260.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -0.5% | -3.6% | +3.1% | +0.7% |
| 30D | +11.7% | -5.9% | +17.6% | +13.8% |
| 3M | +17.7% | -4.3% | +21.9% | +18.9% |
| 6M | +18.3% | -10.8% | +29.1% | +21.7% |
| YTD | +49.1% | +1.8% | +47.3% | +45.2% |
| 1Y | +53.3% | +23.5% | +29.8% | +38.2% |
| 3Y | +22.2% | +49.5% | -27.4% | -2.7% |
| 5Y | +193.3% | +49.7% | +143.6% | +125.6% |
| 10Y | +340.2% | +81.9% | +258.3% | +202.4% |
| All | +340.2% | +80.2% | +260.0% | +202.4% |
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