+17,451.9%
COR vs GSK
+732.7%
+16,719.1%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | +0.1% | -1.3% |
| 7D | +2.8% | -1.8% | +4.6% | +3.4% |
| 30D | +4.5% | -2.2% | +6.7% | +5.2% |
| 3M | +22.7% | -1.8% | +24.5% | +23.2% |
| 6M | -9.7% | -10.6% | +0.9% | -6.8% |
| YTD | -1.4% | +4.4% | -5.9% | -3.5% |
| 1Y | +13.9% | +30.4% | -16.5% | +3.4% |
| 3Y | +94.0% | +60.1% | +33.9% | +61.4% |
| 5Y | +184.0% | +46.8% | +137.2% | +140.0% |
| 10Y | +406.8% | +79.2% | +327.5% | +299.9% |
| All | +17,451.9% | +732.7% | +16,719.1% | +10,147.4% |
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