+48.2%
GSK vs COPX
+167.3%
-119.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.0% | +5.9% | -0.2% |
| 7D | -5.4% | -2.9% | -2.5% | -5.1% |
| 30D | -4.6% | 0.0% | -4.6% | -4.7% |
| 3M | -5.1% | +14.8% | -19.9% | -7.0% |
| 6M | -11.4% | +7.0% | -18.5% | -12.9% |
| YTD | +0.7% | +23.8% | -23.1% | -3.4% |
| 1Y | +23.0% | +75.7% | -52.7% | +12.1% |
| 3Y | +48.0% | +156.4% | -108.4% | +25.6% |
| 5Y | +48.2% | +167.6% | -119.4% | +22.5% |
| All | +48.2% | +167.3% | -119.1% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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