+62.8%
CVE vs GSK
+178.8%
-116.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.1% |
| 7D | -14.1% | +3.6% | -17.6% | -15.6% |
| 30D | -11.6% | +8.2% | -19.8% | -15.1% |
| 3M | 0.0% | -1.2% | +1.2% | -0.3% |
| 6M | -8.4% | +1.9% | -10.3% | -10.6% |
| YTD | +65.9% | +5.5% | +60.4% | +56.9% |
| 1Y | +69.4% | +11.8% | +57.6% | +55.5% |
| 3Y | +55.9% | +64.5% | -8.6% | +9.7% |
| 5Y | +146.2% | +41.9% | +104.2% | +83.3% |
| 10Y | +140.6% | +105.1% | +35.6% | +38.4% |
| All | +62.8% | +178.8% | -116.0% | -34.4% |
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