+32.0%
CTVA vs GSK
+14.9%
+17.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.0% | -1.8% | +2.5% |
| 7D | +8.2% | +4.9% | +3.3% | +7.5% |
| 30D | -1.0% | +9.9% | -10.9% | -2.0% |
| 3M | +4.6% | +0.2% | +4.4% | +4.6% |
| 6M | +0.5% | +2.3% | -1.9% | +0.5% |
| YTD | +22.7% | +7.1% | +15.7% | +21.7% |
| 1Y | +32.0% | +13.1% | +18.9% | +31.5% |
| All | +32.0% | +14.9% | +17.1% | +31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling