+114.0%
CSCO vs GSK
+46.9%
+67.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.3% |
| 7D | -0.5% | -4.2% | +3.7% | 0.0% |
| 30D | -10.1% | -7.5% | -2.6% | -9.3% |
| 3M | -11.7% | -3.3% | -8.5% | -11.5% |
| 6M | +40.1% | -9.3% | +49.4% | +41.5% |
| YTD | +43.8% | +1.6% | +42.2% | +42.5% |
| 1Y | +66.6% | +25.5% | +41.1% | +59.2% |
| 3Y | +108.5% | +49.3% | +59.3% | +90.1% |
| 5Y | +114.0% | +46.7% | +67.3% | +87.2% |
| All | +114.0% | +46.9% | +67.1% | +87.2% |
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