+202.2%
GSK vs CBOE
+1,025.9%
-823.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -2.4% |
| 7D | -4.2% | -4.6% | +0.5% | -3.3% |
| 30D | -7.5% | +2.6% | -10.2% | -8.1% |
| 3M | -3.3% | +4.9% | -8.2% | -4.7% |
| 6M | -9.3% | -2.2% | -7.2% | -9.9% |
| YTD | +1.6% | +17.7% | -16.1% | -2.9% |
| 1Y | +25.5% | +26.1% | -0.6% | +18.0% |
| 3Y | +49.3% | +97.1% | -47.8% | +26.4% |
| 5Y | +46.7% | +149.2% | -102.5% | +17.0% |
| 10Y | +76.8% | +385.1% | -308.3% | +19.9% |
| All | +202.2% | +1,025.9% | -823.8% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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