+89.9%
GSK vs CNH
+32.2%
+57.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -2.9% | -0.6% |
| 7D | +1.7% | -1.7% | +3.4% | +1.9% |
| 30D | +7.0% | -7.2% | +14.3% | +8.2% |
| 3M | -2.7% | +6.5% | -9.2% | -4.2% |
| 6M | +1.4% | +7.9% | -6.4% | -0.8% |
| YTD | +5.3% | +26.6% | -21.2% | +0.1% |
| 1Y | +10.6% | +13.8% | -3.1% | +6.8% |
| 3Y | +62.6% | +9.2% | +53.4% | +54.7% |
| 5Y | +41.7% | -15.6% | +57.3% | +38.2% |
| 10Y | +104.7% | +119.2% | -14.5% | +53.9% |
| All | +89.9% | +32.2% | +57.7% | +52.3% |
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