+238.9%
CRM vs GSK
+80.1%
+158.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -4.4% | -3.5% | -0.9% | -3.5% |
| 30D | +28.1% | -3.4% | +31.6% | +29.2% |
| 3M | +48.8% | -8.1% | +57.0% | +52.1% |
| 6M | +28.3% | -11.1% | +39.4% | +31.6% |
| YTD | -6.0% | +0.7% | -6.8% | -7.9% |
| 1Y | +1.4% | +20.1% | -18.7% | -6.7% |
| 3Y | +11.8% | +46.1% | -34.3% | -7.1% |
| 5Y | -2.0% | +48.2% | -50.3% | -21.2% |
| All | +238.9% | +80.1% | +158.8% | +154.6% |
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