+20.8%
COP vs GSK
+53.4%
-32.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +0.6% |
| 7D | -0.8% | -4.2% | +3.3% | -0.8% |
| 30D | +15.6% | -7.5% | +23.1% | +15.6% |
| 3M | +14.3% | -3.3% | +17.6% | +14.3% |
| 6M | +17.0% | -9.3% | +26.3% | +16.9% |
| YTD | +47.4% | +1.6% | +45.8% | +45.9% |
| 1Y | +52.4% | +25.5% | +26.9% | +49.4% |
| 3Y | +20.8% | +49.3% | -28.4% | +15.1% |
| All | +20.8% | +53.4% | -32.6% | +15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling