+44.1%
GSK vs CNH
-14.7%
+58.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -2.9% | -0.5% |
| 7D | +1.7% | -1.7% | +3.4% | +1.9% |
| 30D | +7.0% | -7.2% | +14.3% | +7.9% |
| 3M | -2.7% | +6.5% | -9.2% | -3.8% |
| 6M | +1.4% | +7.9% | -6.4% | -0.2% |
| YTD | +5.3% | +26.6% | -21.2% | +1.6% |
| 1Y | +10.6% | +13.8% | -3.1% | +7.9% |
| 3Y | +62.6% | +9.2% | +53.4% | +56.9% |
| All | +44.1% | -14.7% | +58.7% | +39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling