+1,721.8%
GSK vs CP
+7,734.8%
-6,013.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.3% |
| 7D | +1.7% | +2.8% | -1.1% | +1.0% |
| 30D | +7.0% | +10.2% | -3.2% | +4.6% |
| 3M | -2.7% | +2.4% | -5.0% | -3.2% |
| 6M | +1.4% | +7.7% | -6.2% | -0.5% |
| YTD | +5.3% | +26.0% | -20.6% | -0.6% |
| 1Y | +10.6% | +34.6% | -24.0% | +2.8% |
| 3Y | +62.6% | +26.7% | +35.9% | +51.7% |
| 5Y | +41.7% | +24.9% | +16.8% | +31.0% |
| 10Y | +104.7% | +258.6% | -153.9% | +43.9% |
| All | +1,721.8% | +7,734.8% | -6,013.0% | +475.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling