+10,197.9%
CRS vs GSK
+1,705.8%
+8,492.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +2.4% |
| 7D | -0.2% | -1.8% | +1.6% | +0.4% |
| 30D | -16.6% | -2.2% | -14.5% | -16.1% |
| 3M | -3.5% | -1.8% | -1.7% | -3.3% |
| 6M | +15.4% | -10.6% | +26.0% | +19.8% |
| YTD | +51.2% | +4.4% | +46.8% | +48.1% |
| 1Y | +98.3% | +30.4% | +67.9% | +78.9% |
| 3Y | +651.5% | +60.1% | +591.5% | +512.6% |
| 5Y | +1,411.1% | +46.8% | +1,364.3% | +1,155.7% |
| 10Y | +1,424.3% | +79.2% | +1,345.1% | +1,085.7% |
| All | +10,197.9% | +1,705.8% | +8,492.1% | +5,292.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling