+82.7%
CRS vs GSK
+21.8%
+60.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -6.8% | -3.5% | -3.2% | -5.4% |
| 30D | -16.1% | -3.4% | -12.7% | -15.1% |
| 3M | -21.2% | -8.1% | -13.0% | -18.6% |
| 6M | +8.7% | -11.1% | +19.8% | +14.4% |
| YTD | +41.0% | +0.7% | +40.2% | +41.0% |
| 1Y | +82.7% | +20.1% | +62.5% | +68.5% |
| All | +82.7% | +21.8% | +60.8% | +68.5% |
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