+162.3%
CVE vs GSK
+80.0%
+82.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.7% |
| 7D | +2.5% | -1.8% | +4.3% | +3.1% |
| 30D | +16.7% | -2.2% | +18.9% | +17.4% |
| 3M | +9.3% | -1.8% | +11.1% | +9.4% |
| 6M | +43.6% | -10.6% | +54.2% | +47.7% |
| YTD | +93.6% | +4.4% | +89.2% | +87.1% |
| 1Y | +98.8% | +30.4% | +68.3% | +75.1% |
| 3Y | +73.6% | +60.1% | +13.5% | +32.9% |
| 5Y | +312.5% | +46.8% | +265.7% | +221.6% |
| All | +162.3% | +80.0% | +82.3% | +86.2% |
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