+100.5%
GSK vs CP
+261.0%
-160.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.4% | +1.8% |
| 7D | +4.9% | +2.8% | +2.1% | +4.1% |
| 30D | +10.8% | +11.3% | -0.5% | +7.5% |
| 3M | -1.8% | +2.9% | -4.7% | -2.6% |
| 6M | +4.1% | +9.8% | -5.7% | +1.2% |
| YTD | +7.9% | +28.5% | -20.7% | +0.1% |
| 1Y | +14.4% | +33.5% | -19.1% | +5.1% |
| 3Y | +68.1% | +31.9% | +36.2% | +52.8% |
| 5Y | +47.7% | +25.5% | +22.2% | +33.8% |
| 10Y | +100.5% | +257.6% | -157.1% | +36.2% |
| All | +100.5% | +261.0% | -160.5% | +36.2% |
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