+76.8%
GSK vs CP
+219.6%
-142.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.6% |
| 7D | -4.2% | +2.4% | -6.6% | -4.9% |
| 30D | -7.5% | -0.5% | -7.0% | -7.4% |
| 3M | -3.3% | +1.4% | -4.7% | -3.8% |
| 6M | -9.3% | +10.3% | -19.6% | -12.0% |
| YTD | +1.6% | +24.3% | -22.7% | -4.8% |
| 1Y | +25.5% | +20.4% | +5.0% | +18.4% |
| 3Y | +49.3% | +21.8% | +27.5% | +38.7% |
| 5Y | +46.7% | +31.5% | +15.1% | +30.7% |
| 10Y | +76.8% | +223.2% | -146.4% | +18.9% |
| All | +76.8% | +219.6% | -142.8% | +18.9% |
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