-61.9%
CSGP vs GSK
+67.2%
-129.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.8% |
| 7D | -3.2% | +5.2% | -8.4% | -4.1% |
| 30D | +2.2% | +10.2% | -7.9% | +1.0% |
| 3M | -3.7% | -0.9% | -2.8% | -3.5% |
| 6M | -7.4% | +3.5% | -10.9% | -7.6% |
| YTD | -54.9% | +7.2% | -62.1% | -55.4% |
| 1Y | -54.9% | +12.0% | -66.9% | -55.6% |
| 3Y | -61.9% | +67.3% | -129.3% | -65.9% |
| All | -61.9% | +67.2% | -129.2% | -65.9% |
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