+606.1%
COST vs GSK
+80.1%
+526.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.3% |
| 7D | -1.2% | -3.5% | +2.3% | -0.3% |
| 30D | -4.7% | -3.4% | -1.3% | -3.9% |
| 3M | -7.1% | -8.1% | +1.0% | -5.3% |
| 6M | -8.5% | -11.1% | +2.6% | -6.2% |
| YTD | +5.4% | +0.7% | +4.6% | +4.6% |
| 1Y | -5.6% | +20.1% | -25.8% | -10.6% |
| 3Y | +68.5% | +46.1% | +22.4% | +49.0% |
| 5Y | +105.2% | +48.2% | +57.0% | +77.7% |
| All | +606.1% | +80.1% | +526.0% | +473.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling