+65.3%
GSK vs CNH
+29.5%
+35.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +1.1% | +3.0% | -1.9% | +0.7% |
| 30D | +6.3% | -0.6% | +6.9% | +6.3% |
| 3M | +1.8% | +14.6% | -12.8% | -0.2% |
| 6M | +1.7% | +11.8% | -10.1% | -0.3% |
| YTD | +6.5% | +30.4% | -23.9% | +3.4% |
| 1Y | +9.5% | +19.1% | -9.6% | +6.9% |
| 3Y | +65.3% | +30.2% | +35.1% | +59.1% |
| All | +65.3% | +29.5% | +35.8% | +59.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling