+11,671.2%
COST vs GSK
+1,657.0%
+10,014.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | +0.3% |
| 7D | -3.2% | -4.2% | +1.0% | -1.9% |
| 30D | -4.0% | -7.5% | +3.5% | -1.6% |
| 3M | -6.5% | -3.3% | -3.2% | -5.7% |
| 6M | -8.5% | -9.3% | +0.8% | -6.1% |
| YTD | +6.0% | +1.6% | +4.4% | +4.7% |
| 1Y | -5.8% | +25.5% | -31.3% | -13.5% |
| 3Y | +71.8% | +49.3% | +22.6% | +46.3% |
| 5Y | +106.2% | +46.7% | +59.6% | +73.7% |
| 10Y | +602.0% | +76.8% | +525.2% | +443.1% |
| All | +11,671.2% | +1,657.0% | +10,014.2% | +3,662.0% |
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