+412.4%
CPRT vs GSK
+80.2%
+332.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | -0.4% | -3.6% | +3.2% | +0.8% |
| 30D | +8.2% | -5.9% | +14.2% | +10.3% |
| 3M | +2.3% | -4.3% | +6.6% | +3.6% |
| 6M | -14.7% | -10.8% | -4.0% | -11.9% |
| YTD | -18.2% | +1.8% | -20.0% | -19.2% |
| 1Y | -33.4% | +23.5% | -56.8% | -38.5% |
| 3Y | -28.3% | +49.5% | -77.9% | -39.7% |
| 5Y | -9.8% | +49.7% | -59.5% | -25.8% |
| 10Y | +412.4% | +81.9% | +330.4% | +281.9% |
| All | +412.4% | +80.2% | +332.2% | +281.9% |
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