+44.1%
CSGP vs GSK
+80.0%
-35.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.5% | -1.9% |
| 7D | -4.1% | -1.8% | -2.2% | -3.5% |
| 30D | +2.3% | -2.2% | +4.5% | +3.0% |
| 3M | -8.2% | -1.8% | -6.4% | -7.6% |
| 6M | -35.1% | -10.6% | -24.5% | -33.1% |
| YTD | -54.0% | +4.4% | -58.5% | -55.0% |
| 1Y | -65.3% | +30.4% | -95.7% | -68.6% |
| 3Y | -62.6% | +60.1% | -122.6% | -69.3% |
| 5Y | -64.8% | +46.8% | -111.6% | -70.6% |
| All | +44.1% | +80.0% | -35.8% | +16.7% |
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