+101.8%
GSK vs CPB
-40.9%
+142.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.4% |
| 7D | +5.2% | +2.9% | +2.3% | +4.7% |
| 30D | +10.2% | +17.6% | -7.4% | +6.9% |
| 3M | -0.9% | +2.0% | -2.9% | -1.5% |
| 6M | +3.5% | +11.6% | -8.2% | +1.0% |
| YTD | +7.2% | -13.8% | +21.0% | +9.3% |
| 1Y | +12.0% | -21.6% | +33.6% | +16.1% |
| 3Y | +67.3% | -35.8% | +103.1% | +78.4% |
| 5Y | +45.3% | -33.3% | +78.5% | +52.8% |
| 10Y | +101.8% | -39.4% | +141.2% | +100.1% |
| All | +101.8% | -40.9% | +142.7% | +100.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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