+31.7%
GSK vs CAI
-11.0%
+42.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.4% |
| 7D | -3.6% | -3.1% | -0.5% | -3.4% |
| 30D | -5.9% | +2.7% | -8.6% | -6.2% |
| 3M | -4.3% | +41.7% | -45.9% | -6.9% |
| 6M | -10.8% | +26.5% | -37.3% | -13.1% |
| YTD | +1.8% | -10.9% | +12.7% | +1.4% |
| 1Y | +23.5% | -29.2% | +52.7% | +26.1% |
| All | +31.7% | -11.0% | +42.7% | +28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling