+104.0%
GSK vs CNH
+116.0%
-12.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.5% |
| 7D | -1.1% | +6.7% | -7.7% | -2.2% |
| 30D | +7.8% | +7.2% | +0.6% | +6.5% |
| 3M | +0.3% | +17.5% | -17.2% | -2.8% |
| 6M | +3.4% | +15.0% | -11.5% | +0.2% |
| YTD | +5.9% | +36.8% | -30.9% | -0.3% |
| 1Y | +8.2% | +27.6% | -19.4% | +2.9% |
| 3Y | +65.3% | +34.3% | +30.9% | +52.5% |
| 5Y | +43.3% | -12.2% | +55.5% | +39.2% |
| All | +104.0% | +116.0% | -12.1% | +68.0% |
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