+25.5%
GSK vs CAPR
+35.6%
-10.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.6% | +0.9% | -2.7% |
| 7D | -4.2% | -9.5% | +5.3% | -4.1% |
| 30D | -7.5% | +121.5% | -129.0% | -7.9% |
| 3M | -3.3% | -65.4% | +62.1% | -3.1% |
| 6M | -9.3% | -67.5% | +58.2% | -9.1% |
| YTD | +1.6% | -68.6% | +70.2% | +1.8% |
| 1Y | +25.5% | +42.7% | -17.2% | +23.2% |
| All | +25.5% | +35.6% | -10.1% | +23.2% |
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