+105.2%
CTVA vs GSK
+47.2%
+58.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -4.7% | -5.4% | +0.7% | -3.7% |
| 30D | +11.1% | -4.6% | +15.7% | +12.1% |
| 3M | +13.7% | -5.1% | +18.8% | +14.8% |
| 6M | +11.2% | -11.4% | +22.6% | +13.5% |
| YTD | +26.9% | +0.7% | +26.2% | +26.0% |
| 1Y | +18.8% | +23.0% | -4.2% | +12.6% |
| 3Y | +75.9% | +48.0% | +28.0% | +55.9% |
| 5Y | +105.2% | +48.2% | +57.0% | +74.6% |
| All | +105.2% | +47.2% | +58.0% | +74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling