+1,765.6%
GSK vs CPB
+361.0%
+1,404.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.7% |
| 7D | +4.9% | +3.3% | +1.7% | +4.1% |
| 30D | +10.8% | +19.0% | -8.2% | +5.9% |
| 3M | -1.8% | +0.4% | -2.2% | -2.3% |
| 6M | +4.1% | +13.0% | -8.9% | +0.2% |
| YTD | +7.9% | -12.7% | +20.6% | +10.5% |
| 1Y | +14.4% | -20.9% | +35.3% | +20.1% |
| 3Y | +68.1% | -35.4% | +103.5% | +83.5% |
| 5Y | +47.7% | -32.3% | +79.9% | +57.2% |
| 10Y | +100.5% | -40.5% | +141.0% | +112.1% |
| All | +1,765.6% | +361.0% | +1,404.6% | +832.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling