+74.9%
GSK vs CLBK
+65.6%
+9.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.6% | -1.1% |
| 7D | -5.4% | -1.4% | -4.0% | -5.2% |
| 30D | -4.6% | +4.5% | -9.1% | -5.2% |
| 3M | -5.1% | +22.8% | -27.9% | -7.9% |
| 6M | -11.4% | +43.4% | -54.9% | -16.0% |
| YTD | +0.7% | +64.1% | -63.4% | -6.3% |
| 1Y | +23.0% | +67.6% | -44.5% | +13.8% |
| 3Y | +48.0% | +53.3% | -5.3% | +35.9% |
| 5Y | +48.2% | +44.8% | +3.4% | +32.4% |
| All | +74.9% | +65.6% | +9.3% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling