+1,705.8%
GSK vs COO
+5,988.7%
-4,282.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.8% |
| 7D | -1.8% | -2.2% | +0.4% | -1.7% |
| 30D | -2.2% | -7.0% | +4.8% | -1.7% |
| 3M | -1.8% | +12.2% | -14.0% | -2.6% |
| 6M | -10.6% | -15.1% | +4.5% | -9.7% |
| YTD | +4.4% | -15.1% | +19.5% | +5.5% |
| 1Y | +30.4% | +2.3% | +28.1% | +30.1% |
| 3Y | +60.1% | -23.7% | +83.7% | +61.9% |
| 5Y | +46.8% | -38.9% | +85.7% | +49.9% |
| 10Y | +79.2% | +49.9% | +29.3% | +73.4% |
| All | +1,705.8% | +5,988.7% | -4,282.9% | +1,385.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling