+194.7%
COR vs GSK
+47.2%
+147.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.3% | +3.2% |
| 7D | +2.3% | +4.9% | -2.6% | +1.4% |
| 30D | +6.8% | +10.8% | -4.1% | +4.6% |
| 3M | +8.1% | -1.8% | +9.9% | +8.3% |
| 6M | +33.0% | +4.1% | +28.9% | +31.8% |
| YTD | +3.0% | +7.9% | -4.9% | +1.1% |
| 1Y | -3.4% | +14.4% | -17.9% | -6.3% |
| 3Y | +80.1% | +68.1% | +12.0% | +58.7% |
| 5Y | +194.7% | +47.7% | +147.1% | +159.1% |
| All | +194.7% | +47.2% | +147.5% | +159.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling