+37.9%
GSK vs CAI
-14.7%
+52.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.8% | +4.4% | +0.8% |
| 7D | +1.1% | -8.7% | +9.8% | +1.8% |
| 30D | +6.3% | -23.8% | +30.2% | +8.0% |
| 3M | +1.8% | +3.9% | -2.1% | +0.8% |
| 6M | +1.7% | +56.8% | -55.2% | -2.6% |
| YTD | +6.5% | -14.6% | +21.2% | +5.8% |
| 1Y | +9.5% | -5.2% | +14.7% | +7.6% |
| All | +37.9% | -14.7% | +52.6% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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