+119.9%
GSK vs CG
+278.1%
-158.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | +0.7% |
| 7D | +0.5% | -1.5% | +2.0% | +0.6% |
| 30D | +9.4% | +5.7% | +3.8% | +8.5% |
| 3M | +1.6% | -17.9% | +19.5% | +4.1% |
| 6M | +1.3% | -20.2% | +21.5% | +4.1% |
| YTD | +6.0% | -32.0% | +38.0% | +10.8% |
| 1Y | +9.1% | -27.0% | +36.1% | +12.8% |
| 3Y | +65.4% | +42.8% | +22.6% | +48.7% |
| 5Y | +43.0% | -23.4% | +66.4% | +39.7% |
| 10Y | +103.1% | +278.2% | -175.1% | +46.8% |
| All | +119.9% | +278.1% | -158.1% | +54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling