+134.5%
CVE vs GSK
+103.4%
+31.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -16.1% | +1.7% | -17.8% | -16.7% |
| 30D | -10.4% | +7.0% | -17.4% | -12.6% |
| 3M | -2.4% | -2.7% | +0.3% | -2.1% |
| 6M | -4.4% | +1.4% | -5.9% | -5.9% |
| YTD | +64.9% | +5.3% | +59.6% | +58.3% |
| 1Y | +66.0% | +10.6% | +55.4% | +56.3% |
| 3Y | +57.7% | +62.6% | -4.9% | +20.0% |
| 5Y | +144.7% | +41.7% | +103.0% | +95.2% |
| All | +134.5% | +103.4% | +31.1% | +57.3% |
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