+66.0%
CVE vs GSK
+11.3%
+54.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -16.1% | +1.7% | -17.8% | -15.7% |
| 30D | -10.4% | +7.0% | -17.4% | -9.4% |
| 3M | -2.4% | -2.7% | +0.3% | -2.2% |
| 6M | -4.4% | +1.4% | -5.9% | -3.9% |
| YTD | +64.9% | +5.3% | +59.6% | +57.7% |
| 1Y | +66.0% | +10.6% | +55.4% | +58.6% |
| All | +66.0% | +11.3% | +54.8% | +58.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling