+49.3%
GSK vs CLBK
+55.4%
-6.1%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.7% |
| 7D | -4.2% | +1.1% | -5.3% | -4.2% |
| 30D | -7.5% | +7.8% | -15.3% | -7.6% |
| 3M | -3.3% | +23.9% | -27.1% | -3.5% |
| 6M | -9.3% | +42.3% | -51.6% | -9.7% |
| YTD | +1.6% | +65.4% | -63.8% | +1.3% |
| 1Y | +25.5% | +70.3% | -44.8% | +25.3% |
| 3Y | +49.3% | +54.5% | -5.2% | +48.2% |
| All | +49.3% | +55.4% | -6.1% | +48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling