-69.3%
CPNG vs GSK
+71.1%
-140.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.0% | +3.1% |
| 7D | -1.1% | -3.5% | +2.4% | -0.3% |
| 30D | -7.4% | -3.4% | -3.9% | -6.5% |
| 3M | -12.3% | -8.1% | -4.2% | -10.8% |
| 6M | -19.4% | -11.1% | -8.3% | -17.4% |
| YTD | -35.9% | +0.7% | -36.6% | -36.7% |
| 1Y | -53.4% | +20.1% | -73.5% | -56.2% |
| 3Y | -20.0% | +46.1% | -66.1% | -31.9% |
| 5Y | -49.6% | +48.2% | -97.8% | -57.7% |
| All | -69.3% | +71.1% | -140.4% | -72.9% |
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 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