+1,401.6%
CRS vs GSK
+47.2%
+1,354.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.0% |
| 7D | -4.1% | -5.4% | +1.3% | -2.8% |
| 30D | -16.6% | -4.6% | -12.0% | -15.6% |
| 3M | -14.3% | -5.1% | -9.2% | -13.3% |
| 6M | +11.6% | -11.4% | +23.0% | +15.0% |
| YTD | +42.6% | +0.7% | +41.9% | +42.5% |
| 1Y | +81.8% | +23.0% | +58.8% | +73.8% |
| 3Y | +632.1% | +48.0% | +584.1% | +549.3% |
| 5Y | +1,401.6% | +48.2% | +1,353.4% | +1,131.8% |
| All | +1,401.6% | +47.2% | +1,354.4% | +1,131.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling