-53.3%
CSGP vs GSK
+14.9%
-68.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.0% | -1.0% | +2.4% |
| 7D | +18.3% | +4.9% | +13.4% | +16.5% |
| 30D | +17.8% | +9.9% | +7.9% | +16.0% |
| 3M | +9.3% | +0.2% | +9.1% | +9.2% |
| 6M | -7.9% | +2.3% | -10.2% | -7.7% |
| YTD | -51.5% | +7.1% | -58.6% | -51.9% |
| 1Y | -53.3% | +13.1% | -66.4% | -54.4% |
| All | -53.3% | +14.9% | -68.2% | -54.4% |
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