+414.4%
GSK vs CNI
+6,494.7%
-6,080.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | -3.6% | +0.9% | -4.5% | -3.8% |
| 30D | -5.9% | -2.1% | -3.8% | -5.3% |
| 3M | -4.3% | +1.8% | -6.1% | -4.9% |
| 6M | -10.8% | +14.8% | -25.6% | -14.6% |
| YTD | +1.8% | +25.4% | -23.6% | -5.4% |
| 1Y | +23.5% | +32.9% | -9.5% | +12.6% |
| 3Y | +49.5% | +20.2% | +29.4% | +39.3% |
| 5Y | +49.7% | +12.2% | +37.5% | +40.3% |
| 10Y | +81.9% | +136.0% | -54.1% | +31.8% |
| All | +414.4% | +6,494.7% | -6,080.2% | +38.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling