+13.1%
GSK vs CP
+35.2%
-22.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.5% | +1.5% | +3.5% |
| 7D | +4.9% | +5.6% | -0.6% | +2.6% |
| 30D | +9.9% | +10.0% | -0.2% | +5.8% |
| 3M | +0.2% | +4.4% | -4.2% | -1.7% |
| 6M | +2.3% | +14.1% | -11.7% | -3.3% |
| YTD | +7.1% | +29.1% | -22.0% | -3.0% |
| 1Y | +13.1% | +34.6% | -21.4% | +1.8% |
| All | +13.1% | +35.2% | -22.1% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling