+4,492.0%
COP vs GSK
+1,705.8%
+2,786.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.9% | -0.5% |
| 7D | +3.0% | -1.8% | +4.8% | +3.5% |
| 30D | +17.5% | -2.2% | +19.7% | +18.1% |
| 3M | +13.4% | -1.8% | +15.2% | +13.5% |
| 6M | +17.7% | -10.6% | +28.3% | +20.5% |
| YTD | +46.6% | +4.4% | +42.2% | +43.1% |
| 1Y | +44.6% | +30.4% | +14.2% | +32.0% |
| 3Y | +20.7% | +60.1% | -39.4% | +1.6% |
| 5Y | +185.0% | +46.8% | +138.3% | +143.3% |
| 10Y | +347.0% | +79.2% | +267.8% | +260.3% |
| All | +4,492.0% | +1,705.8% | +2,786.1% | +2,617.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling