+49.2%
GSK vs CP
+32.0%
+17.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.3% | -2.0% |
| 7D | -1.8% | -2.7% | +0.8% | -1.2% |
| 30D | -2.2% | +0.2% | -2.3% | -2.3% |
| 3M | -1.8% | +2.6% | -4.4% | -2.5% |
| 6M | -10.6% | +6.0% | -16.6% | -12.1% |
| YTD | +4.4% | +24.9% | -20.5% | -1.3% |
| 1Y | +30.4% | +20.1% | +10.3% | +24.2% |
| 3Y | +60.1% | +16.4% | +43.7% | +52.3% |
| All | +49.2% | +32.0% | +17.2% | +34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling