+88.2%
GSK vs CNH
+64.7%
+23.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.0% | -6.0% | -2.6% |
| 7D | -1.8% | +23.3% | -25.1% | -5.4% |
| 30D | -2.2% | +33.5% | -35.6% | -7.1% |
| 3M | -1.8% | +32.7% | -34.5% | -6.9% |
| 6M | -10.6% | +22.2% | -32.8% | -14.3% |
| YTD | +4.4% | +57.7% | -53.3% | -4.2% |
| 1Y | +30.4% | +28.0% | +2.4% | +23.6% |
| 3Y | +60.1% | +11.5% | +48.5% | +52.5% |
| 5Y | +46.8% | +11.9% | +34.9% | +36.5% |
| 10Y | +79.2% | +162.8% | -83.6% | +31.1% |
| All | +88.2% | +64.7% | +23.6% | +45.9% |
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