-4.5%
CRS vs GSK
+14.9%
-19.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.0% | -6.6% | -2.4% |
| 7D | +4.3% | +4.9% | -0.6% | +3.4% |
| 30D | -25.5% | +9.9% | -35.4% | -27.3% |
| 3M | -48.7% | +0.2% | -48.9% | -48.5% |
| 6M | -31.6% | +2.3% | -34.0% | -32.5% |
| YTD | -7.0% | +7.1% | -14.1% | -6.3% |
| 1Y | -4.5% | +13.1% | -17.6% | -2.9% |
| All | -4.5% | +14.9% | -19.4% | -2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling