+46.7%
GSK vs CPB
-38.5%
+85.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.8% | -4.5% | -3.1% |
| 7D | -4.2% | -8.2% | +4.0% | -2.6% |
| 30D | -7.5% | -5.6% | -1.9% | -6.6% |
| 3M | -3.3% | +3.0% | -6.2% | -4.2% |
| 6M | -9.3% | -12.7% | +3.4% | -7.2% |
| YTD | +1.6% | -18.0% | +19.6% | +5.1% |
| 1Y | +25.5% | -31.7% | +57.2% | +34.6% |
| 3Y | +49.3% | -41.0% | +90.2% | +63.8% |
| 5Y | +46.7% | -38.4% | +85.0% | +54.9% |
| All | +46.7% | -38.5% | +85.2% | +54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling