-41.3%
CORZ vs GSK
+14.9%
-56.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +5.0% | -15.4% | -7.3% |
| 7D | -14.9% | +4.9% | -19.9% | -12.0% |
| 30D | -23.1% | +9.9% | -33.0% | -18.3% |
| 3M | -44.1% | +0.2% | -44.2% | -42.5% |
| 6M | -39.5% | +2.3% | -41.9% | -37.2% |
| YTD | -12.4% | +7.1% | -19.4% | -3.7% |
| 1Y | -41.3% | +13.1% | -54.4% | -31.9% |
| All | -41.3% | +14.9% | -56.2% | -31.9% |
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 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