+49.2%
GSK vs CAPR
+84.7%
-35.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.0% |
| 3M | -1.8% | -66.4% | +64.6% | -1.5% |
| 6M | -10.6% | -63.1% | +52.5% | -10.4% |
| YTD | +4.4% | -67.4% | +71.9% | +4.7% |
| 1Y | +30.4% | +58.2% | -27.8% | +26.4% |
| 3Y | +60.1% | +42.2% | +17.9% | +54.6% |
| All | +49.2% | +84.7% | -35.5% | +41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling