+38.7%
CSCO vs GSK
+13.5%
+25.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.5% |
| 7D | -4.7% | +5.2% | -9.9% | -4.4% |
| 30D | -17.1% | +10.2% | -27.3% | -16.6% |
| 3M | -19.6% | -0.9% | -18.7% | -19.4% |
| 6M | +2.4% | +3.5% | -1.1% | +2.8% |
| YTD | +29.8% | +7.2% | +22.5% | +29.7% |
| 1Y | +38.7% | +12.0% | +26.7% | +38.5% |
| All | +38.7% | +13.5% | +25.2% | +38.5% |
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