+65.1%
CSGP vs GSK
+102.9%
-37.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.7% |
| 7D | -3.2% | +5.2% | -8.4% | -4.6% |
| 30D | +2.2% | +10.2% | -7.9% | -0.3% |
| 3M | -3.7% | -0.9% | -2.8% | -3.2% |
| 6M | -7.4% | +3.5% | -10.9% | -8.2% |
| YTD | -54.9% | +7.2% | -62.1% | -56.1% |
| 1Y | -54.9% | +12.0% | -66.9% | -56.7% |
| 3Y | -61.9% | +67.3% | -129.3% | -69.0% |
| 5Y | -63.1% | +45.3% | -108.4% | -68.7% |
| 10Y | +65.1% | +101.8% | -36.6% | +26.3% |
| All | +65.1% | +102.9% | -37.8% | +26.3% |
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