+75.7%
CTVA vs GSK
+48.7%
+26.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | -5.8% | -3.6% | -2.2% | -5.4% |
| 30D | +11.1% | -5.9% | +17.0% | +11.9% |
| 3M | +13.2% | -4.3% | +17.5% | +13.8% |
| 6M | +8.7% | -10.8% | +19.5% | +10.0% |
| YTD | +27.3% | +1.8% | +25.5% | +26.6% |
| 1Y | +18.0% | +23.5% | -5.5% | +13.8% |
| All | +75.7% | +48.7% | +26.9% | +52.6% |
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