+119.8%
GSK vs CG
+295.0%
-175.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.0% |
| 7D | -1.1% | -3.8% | +2.7% | -0.6% |
| 30D | +7.8% | +7.5% | +0.3% | +6.7% |
| 3M | +0.3% | -14.4% | +14.7% | +2.3% |
| 6M | +3.4% | -15.7% | +19.1% | +5.5% |
| YTD | +5.9% | -29.0% | +34.9% | +10.1% |
| 1Y | +8.2% | -22.1% | +30.3% | +10.9% |
| 3Y | +65.3% | +49.1% | +16.1% | +47.7% |
| 5Y | +43.3% | -18.4% | +61.7% | +38.7% |
| 10Y | +102.9% | +295.1% | -192.2% | +45.9% |
| All | +119.8% | +295.0% | -175.2% | +53.1% |
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