+30.4%
GSK vs CAPR
+48.7%
-18.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -1.9% |
| 7D | -1.8% | -2.0% | +0.2% | -1.8% |
| 30D | -2.2% | +139.2% | -141.4% | -2.7% |
| 3M | -1.8% | -66.4% | +64.6% | -1.6% |
| 6M | -10.6% | -63.1% | +52.5% | -10.5% |
| YTD | +4.4% | -67.4% | +71.9% | +4.6% |
| 1Y | +30.4% | +58.2% | -27.8% | +26.5% |
| All | +30.4% | +48.7% | -18.3% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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