+101.8%
GSK vs CNH
+107.8%
-6.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.8% | +0.1% |
| 7D | +5.2% | +4.5% | +0.7% | +4.4% |
| 30D | +10.2% | +7.6% | +2.5% | +8.7% |
| 3M | -0.9% | +17.0% | -17.9% | -3.9% |
| 6M | +3.5% | +12.9% | -9.5% | +0.5% |
| YTD | +7.2% | +34.3% | -27.0% | +1.2% |
| 1Y | +12.0% | +28.5% | -16.5% | +6.3% |
| 3Y | +67.3% | +31.9% | +35.5% | +54.8% |
| 5Y | +45.3% | -9.6% | +54.9% | +40.2% |
| 10Y | +101.8% | +106.3% | -4.5% | +64.7% |
| All | +101.8% | +107.8% | -6.1% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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