+102.9%
GSK vs CP
+251.7%
-148.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -1.1% | -0.7% | -0.4% | -0.9% |
| 30D | +7.8% | +9.6% | -1.8% | +5.0% |
| 3M | +0.3% | +2.2% | -1.9% | -0.4% |
| 6M | +3.4% | +11.1% | -7.7% | +0.2% |
| YTD | +5.9% | +28.2% | -22.3% | -1.6% |
| 1Y | +8.2% | +32.2% | -23.9% | -0.4% |
| 3Y | +65.3% | +35.5% | +29.8% | +49.1% |
| 5Y | +43.3% | +26.8% | +16.5% | +29.5% |
| 10Y | +102.9% | +256.9% | -154.0% | +38.9% |
| All | +102.9% | +251.7% | -148.8% | +38.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling