+18,455.8%
COR vs GSK
+744.6%
+17,711.2%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +0.7% |
| 7D | -1.2% | -1.1% | -0.1% | -0.8% |
| 30D | +7.6% | +7.8% | -0.2% | +5.0% |
| 3M | +5.0% | +0.3% | +4.7% | +4.7% |
| 6M | +35.3% | +3.4% | +31.9% | +33.5% |
| YTD | +4.2% | +5.9% | -1.7% | +1.4% |
| 1Y | -3.4% | +8.2% | -11.7% | -6.7% |
| 3Y | +81.1% | +65.3% | +15.8% | +49.3% |
| 5Y | +195.8% | +43.3% | +152.5% | +151.9% |
| 10Y | +493.6% | +102.9% | +390.7% | +350.7% |
| All | +18,455.8% | +744.6% | +17,711.2% | +10,670.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling