+61.9%
GSK vs COO
-22.0%
+83.9%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.6% |
| 7D | -1.8% | -2.2% | +0.4% | -1.4% |
| 30D | -2.2% | -7.0% | +4.8% | -0.8% |
| 3M | -1.8% | +12.2% | -14.0% | -4.1% |
| 6M | -10.6% | -15.1% | +4.5% | -8.5% |
| YTD | +4.4% | -15.1% | +19.5% | +6.9% |
| 1Y | +30.4% | +2.3% | +28.1% | +29.3% |
| All | +61.9% | -22.0% | +83.9% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 3y: compounded portfolio wealth divided by compounded COO 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…
3y analysis · Full analysis span regression · 6 months rolling