+167.1%
GSK vs CPAY
+1,524.4%
-1,357.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -3.6% | -2.5% | -1.1% | -3.1% |
| 30D | -5.9% | +1.3% | -7.2% | -6.2% |
| 3M | -4.3% | +13.5% | -17.7% | -6.5% |
| 6M | -10.8% | +24.7% | -35.5% | -14.7% |
| YTD | +1.8% | +34.9% | -33.2% | -4.4% |
| 1Y | +23.5% | +29.7% | -6.2% | +16.5% |
| 3Y | +49.5% | +49.4% | +0.2% | +35.0% |
| 5Y | +49.7% | +53.5% | -3.8% | +32.1% |
| 10Y | +81.9% | +152.5% | -70.5% | +41.1% |
| All | +167.1% | +1,524.4% | -1,357.3% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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