+63.9%
CSCO vs GSK
+31.2%
+32.7%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.5% | +0.5% |
| 7D | -0.7% | -1.8% | +1.2% | -0.7% |
| 30D | -10.1% | -2.2% | -7.9% | -10.2% |
| 3M | -15.7% | -1.8% | -13.9% | -15.7% |
| 6M | +36.3% | -10.6% | +46.9% | +36.3% |
| YTD | +43.8% | +4.4% | +39.4% | +44.1% |
| 1Y | +63.9% | +30.4% | +33.5% | +63.3% |
| All | +63.9% | +31.2% | +32.7% | +63.3% |
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