+3,388.4%
CSGP vs GSK
+188.3%
+3,200.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.1% |
| 7D | +13.9% | +3.6% | +10.3% | +12.4% |
| 30D | +16.0% | +8.2% | +7.8% | +13.0% |
| 3M | +6.1% | -1.2% | +7.2% | +6.8% |
| 6M | -8.2% | +1.9% | -10.1% | -8.8% |
| YTD | -52.3% | +5.5% | -57.8% | -53.7% |
| 1Y | -54.5% | +11.8% | -66.3% | -56.8% |
| 3Y | -58.6% | +64.5% | -123.1% | -67.3% |
| 5Y | -61.5% | +41.9% | -103.4% | -68.2% |
| 10Y | +74.7% | +105.1% | -30.4% | +20.9% |
| All | +3,388.4% | +188.3% | +3,200.1% | +1,803.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling