+46.7%
GSK vs CG
+9.5%
+37.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.5% | -2.5% |
| 7D | -4.2% | -1.3% | -2.9% | -4.1% |
| 30D | -7.5% | -3.2% | -4.4% | -7.3% |
| 3M | -3.3% | +6.2% | -9.5% | -3.8% |
| 6M | -9.3% | -4.7% | -4.7% | -9.2% |
| YTD | +1.6% | -20.6% | +22.2% | +2.9% |
| 1Y | +25.5% | -26.4% | +51.9% | +27.7% |
| 3Y | +49.3% | +55.4% | -6.1% | +36.6% |
| 5Y | +46.7% | +9.8% | +36.8% | +36.8% |
| All | +46.7% | +9.5% | +37.2% | +36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling