+4,683.6%
CVX vs GSK
+1,705.8%
+2,977.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.7% |
| 7D | +3.3% | -1.8% | +5.2% | +3.9% |
| 30D | +12.9% | -2.2% | +15.1% | +13.5% |
| 3M | +11.7% | -1.8% | +13.5% | +12.0% |
| 6M | +14.1% | -10.6% | +24.8% | +17.0% |
| YTD | +40.7% | +4.4% | +36.3% | +37.4% |
| 1Y | +37.5% | +30.4% | +7.1% | +25.1% |
| 3Y | +43.9% | +60.1% | -16.1% | +20.7% |
| 5Y | +161.5% | +46.8% | +114.7% | +122.2% |
| 10Y | +215.1% | +79.2% | +135.9% | +152.5% |
| All | +4,683.6% | +1,705.8% | +2,977.8% | +2,450.1% |
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