+116.7%
GSK vs CG
+351.2%
-234.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.7% |
| 7D | -1.8% | -4.3% | +2.5% | -1.3% |
| 30D | -2.2% | -5.1% | +2.9% | -1.5% |
| 3M | -1.8% | +8.7% | -10.5% | -3.1% |
| 6M | -10.6% | -9.2% | -1.4% | -9.8% |
| YTD | +4.4% | -18.9% | +23.3% | +6.7% |
| 1Y | +30.4% | -25.6% | +56.1% | +34.5% |
| 3Y | +60.1% | +57.3% | +2.8% | +42.5% |
| 5Y | +46.8% | +10.2% | +36.6% | +35.2% |
| 10Y | +79.2% | +364.2% | -285.0% | +26.1% |
| All | +116.7% | +351.2% | -234.5% | +48.4% |
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