-58.4%
CSGP vs GSK
+63.5%
-121.9%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.4% |
| 7D | +13.9% | +3.6% | +10.3% | +13.2% |
| 30D | +16.0% | +8.2% | +7.8% | +15.0% |
| 3M | +6.1% | -1.2% | +7.2% | +6.4% |
| 6M | -8.2% | +1.9% | -10.1% | -8.1% |
| YTD | -52.3% | +5.5% | -57.8% | -52.7% |
| 1Y | -54.5% | +11.8% | -66.3% | -55.2% |
| All | -58.4% | +63.5% | -121.9% | -61.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling