+76.8%
GSK vs CNH
+152.9%
-76.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.6% | +2.8% | -1.8% |
| 7D | -4.2% | +8.8% | -13.0% | -5.6% |
| 30D | -7.5% | +24.7% | -32.2% | -10.9% |
| 3M | -3.3% | +27.3% | -30.6% | -7.4% |
| 6M | -9.3% | +23.2% | -32.5% | -13.0% |
| YTD | +1.6% | +48.9% | -47.3% | -5.4% |
| 1Y | +25.5% | +19.4% | +6.1% | +20.7% |
| 3Y | +49.3% | +7.8% | +41.5% | +43.4% |
| 5Y | +46.7% | +8.7% | +37.9% | +37.4% |
| 10Y | +76.8% | +149.5% | -72.7% | +30.6% |
| All | +76.8% | +152.9% | -76.1% | +30.6% |
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