+81.4%
GSK vs CLBK
+67.9%
+13.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -1.8% | +1.2% | -3.0% | -2.0% |
| 30D | -2.2% | +9.1% | -11.3% | -3.4% |
| 3M | -1.8% | +27.7% | -29.5% | -5.3% |
| 6M | -10.6% | +40.8% | -51.4% | -15.0% |
| YTD | +4.4% | +66.4% | -62.0% | -3.1% |
| 1Y | +30.4% | +72.4% | -42.0% | +20.2% |
| 3Y | +60.1% | +50.7% | +9.4% | +47.7% |
| 5Y | +46.8% | +42.9% | +3.9% | +32.1% |
| All | +81.4% | +67.9% | +13.5% | +45.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling