+216.7%
CTVA vs GSK
+64.8%
+151.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -4.5% | -3.5% | -1.0% | -3.4% |
| 30D | +11.3% | -3.4% | +14.8% | +12.5% |
| 3M | +12.3% | -8.1% | +20.4% | +15.3% |
| 6M | +7.2% | -11.1% | +18.3% | +10.9% |
| YTD | +26.0% | +0.7% | +25.3% | +24.3% |
| 1Y | +16.0% | +20.1% | -4.1% | +6.6% |
| 3Y | +73.9% | +46.1% | +27.8% | +43.0% |
| 5Y | +103.8% | +48.2% | +55.5% | +60.7% |
| All | +216.7% | +64.8% | +151.9% | +145.8% |
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