-0.8%
COR vs GSK
+9.8%
-10.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.4% | +2.8% |
| 7D | +7.8% | +1.1% | +6.7% | +7.6% |
| 30D | +7.0% | +6.3% | +0.7% | +5.6% |
| 3M | +16.3% | +1.8% | +14.4% | +15.7% |
| 6M | +41.3% | +1.7% | +39.6% | +40.5% |
| YTD | +7.1% | +6.5% | +0.6% | +8.1% |
| 1Y | -0.8% | +9.5% | -10.3% | +0.2% |
| All | -0.8% | +9.8% | -10.6% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling