+407.4%
COR vs GSK
+80.2%
+327.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -3.9% | -3.6% | -0.3% | -2.5% |
| 30D | -0.3% | -5.9% | +5.6% | +2.0% |
| 3M | +15.9% | -4.3% | +20.1% | +17.6% |
| 6M | -10.3% | -10.8% | +0.5% | -6.6% |
| YTD | -3.7% | +1.8% | -5.5% | -5.5% |
| 1Y | +9.1% | +23.5% | -14.4% | -1.8% |
| 3Y | +86.6% | +49.5% | +37.0% | +48.7% |
| 5Y | +180.9% | +49.7% | +131.3% | +116.2% |
| 10Y | +407.4% | +81.9% | +325.5% | +217.2% |
| All | +407.4% | +80.2% | +327.2% | +217.2% |
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