+43.3%
CTVA vs GSK
+65.8%
-22.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.5% |
| 7D | -20.8% | +1.1% | -21.9% | -20.9% |
| 30D | -29.6% | +6.3% | -36.0% | -30.1% |
| 3M | -16.9% | +1.8% | -18.7% | -17.1% |
| 6M | -24.3% | +1.7% | -25.9% | -24.4% |
| YTD | -5.6% | +6.5% | -12.2% | -6.5% |
| 1Y | -4.2% | +9.5% | -13.7% | -5.4% |
| 3Y | +43.3% | +65.3% | -22.0% | +17.5% |
| All | +43.3% | +65.8% | -22.6% | +17.5% |
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 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