-3.6%
COR vs GSK
+13.5%
-17.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | +2.4% | +5.2% | -2.8% | +1.3% |
| 30D | +7.7% | +10.2% | -2.5% | +5.6% |
| 3M | +7.5% | -0.9% | +8.4% | +7.4% |
| 6M | +34.1% | +3.5% | +30.7% | +33.1% |
| YTD | +3.9% | +7.2% | -3.4% | +4.5% |
| 1Y | -3.6% | +12.0% | -15.6% | -2.7% |
| All | -3.6% | +13.5% | -17.1% | -2.7% |
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