+49.7%
GSK vs COO
-44.2%
+93.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.2% | +6.4% | +1.4% |
| 7D | -3.6% | -9.0% | +5.4% | -1.8% |
| 30D | -5.9% | -16.8% | +10.9% | -2.5% |
| 3M | -4.3% | -7.5% | +3.2% | -2.9% |
| 6M | -10.8% | -16.3% | +5.5% | -8.0% |
| YTD | +1.8% | -22.5% | +24.3% | +6.3% |
| 1Y | +23.5% | -7.0% | +30.5% | +24.6% |
| 3Y | +49.5% | -27.5% | +77.0% | +55.7% |
| 5Y | +49.7% | -43.3% | +93.0% | +55.4% |
| All | +49.7% | -44.2% | +93.8% | +55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling