+94.5%
GSK vs CNH
+46.6%
+47.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +10.9% | -8.5% | +0.6% |
| 7D | +4.9% | +8.6% | -3.6% | +3.4% |
| 30D | +10.8% | +12.6% | -1.7% | +8.5% |
| 3M | -1.8% | +17.5% | -19.3% | -5.0% |
| 6M | +4.1% | +18.1% | -14.0% | +0.2% |
| YTD | +7.9% | +40.4% | -32.5% | +0.7% |
| 1Y | +14.4% | +34.0% | -19.5% | +7.5% |
| 3Y | +68.1% | +35.3% | +32.8% | +54.1% |
| 5Y | +47.7% | -5.1% | +52.8% | +41.1% |
| 10Y | +100.5% | +124.0% | -23.6% | +50.6% |
| All | +94.5% | +46.6% | +47.9% | +53.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling