+128.6%
GSK vs CAPR
-99.1%
+227.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.5% |
| YTD | +4.4% | -67.4% | +71.9% | +4.7% |
| 1Y | +30.4% | +58.2% | -27.8% | +26.9% |
| 3Y | +60.1% | +42.2% | +17.9% | +54.6% |
| 5Y | +46.8% | +87.3% | -40.5% | +40.9% |
| 10Y | +79.2% | -75.3% | +154.5% | +68.5% |
| All | +128.6% | -99.1% | +227.7% | +102.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling