+231.7%
CTVA vs GSK
+70.8%
+160.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.1% | -0.2% |
| 7D | +4.9% | -1.8% | +6.8% | +5.6% |
| 30D | +11.9% | -2.2% | +14.1% | +12.6% |
| 3M | +13.7% | -1.8% | +15.5% | +14.1% |
| 6M | +13.1% | -10.6% | +23.8% | +16.8% |
| YTD | +32.0% | +4.4% | +27.5% | +28.7% |
| 1Y | +22.1% | +30.4% | -8.3% | +8.8% |
| 3Y | +77.5% | +60.1% | +17.4% | +40.3% |
| 5Y | +106.3% | +46.8% | +59.5% | +65.4% |
| All | +231.7% | +70.8% | +160.9% | +154.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling