+486.6%
COR vs GSK
+102.9%
+383.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | +2.4% | +5.2% | -2.8% | +0.5% |
| 30D | +7.7% | +10.2% | -2.5% | +3.7% |
| 3M | +7.5% | -0.9% | +8.4% | +7.6% |
| 6M | +34.1% | +3.5% | +30.7% | +31.9% |
| YTD | +3.9% | +7.2% | -3.4% | -0.2% |
| 1Y | -3.6% | +12.0% | -15.6% | -9.1% |
| 3Y | +80.5% | +67.3% | +13.2% | +37.6% |
| 5Y | +194.9% | +45.3% | +149.6% | +135.8% |
| 10Y | +486.6% | +101.8% | +384.8% | +258.2% |
| All | +486.6% | +102.9% | +383.7% | +258.2% |
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