+130.1%
CVE vs GSK
+101.6%
+28.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -0.2% |
| 7D | -10.1% | +4.9% | -15.0% | -11.5% |
| 30D | -12.1% | +10.8% | -22.9% | -15.2% |
| 3M | -1.9% | -1.8% | -0.1% | -1.8% |
| 6M | -1.8% | +4.1% | -6.0% | -4.1% |
| YTD | +65.8% | +7.9% | +57.9% | +58.0% |
| 1Y | +60.8% | +14.4% | +46.4% | +49.8% |
| 3Y | +70.1% | +68.1% | +2.0% | +28.0% |
| 5Y | +134.8% | +47.7% | +87.1% | +84.0% |
| 10Y | +130.1% | +100.5% | +29.6% | +54.5% |
| All | +130.1% | +101.6% | +28.5% | +54.5% |
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 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