+13.1%
GSK vs CG
-14.1%
+27.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.5% | +0.5% | +4.6% |
| 7D | +4.9% | +9.4% | -4.5% | +4.2% |
| 30D | +9.9% | +8.7% | +1.2% | +9.0% |
| 3M | +0.2% | -15.0% | +15.1% | +1.4% |
| 6M | +2.3% | -13.2% | +15.5% | +3.2% |
| YTD | +7.1% | -26.2% | +33.2% | +8.3% |
| 1Y | +13.1% | -14.1% | +27.2% | +11.2% |
| All | +13.1% | -14.1% | +27.2% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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