+377.3%
CSCO vs GSK
+80.2%
+297.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | 0.0% | -3.6% | +3.6% | +1.0% |
| 30D | -10.7% | -5.9% | -4.8% | -9.2% |
| 3M | -8.7% | -4.3% | -4.5% | -8.0% |
| 6M | +44.9% | -10.8% | +55.7% | +48.8% |
| YTD | +44.1% | +1.8% | +42.3% | +41.4% |
| 1Y | +65.9% | +23.5% | +42.4% | +52.0% |
| 3Y | +109.0% | +49.5% | +59.5% | +73.5% |
| 5Y | +114.8% | +49.7% | +65.1% | +73.2% |
| 10Y | +377.3% | +81.9% | +295.4% | +247.1% |
| All | +377.3% | +80.2% | +297.2% | +247.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling