+48.2%
GSK vs CNI
+12.6%
+35.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | -3.5% | -0.4% | -3.2% | -3.4% |
| 30D | -3.4% | -2.7% | -0.8% | -2.7% |
| 3M | -8.1% | +3.9% | -12.0% | -9.1% |
| 6M | -11.1% | +16.4% | -27.5% | -14.7% |
| YTD | +0.7% | +25.8% | -25.1% | -5.4% |
| 1Y | +20.1% | +32.4% | -12.3% | +11.3% |
| 3Y | +46.1% | +19.1% | +27.0% | +38.2% |
| All | +48.2% | +12.6% | +35.6% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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