-69.0%
CPNG vs GSK
+77.3%
-146.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.0% |
| 7D | -7.4% | -1.8% | -5.6% | -7.1% |
| 30D | -4.4% | -2.2% | -2.3% | -3.9% |
| 3M | -7.5% | -1.8% | -5.7% | -7.2% |
| 6M | -19.9% | -10.6% | -9.3% | -18.1% |
| YTD | -35.2% | +4.4% | -39.6% | -36.5% |
| 1Y | -46.8% | +30.4% | -77.2% | -51.1% |
| 3Y | -20.2% | +60.1% | -80.2% | -34.3% |
| 5Y | -48.4% | +46.8% | -95.2% | -57.2% |
| All | -69.0% | +77.3% | -146.3% | -72.8% |
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