+1,705.8%
GSK vs CPB
+325.7%
+1,380.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.4% | +1.5% | -1.1% |
| 7D | -1.8% | -8.6% | +6.8% | +0.3% |
| 30D | -2.2% | -7.2% | +5.1% | -0.4% |
| 3M | -1.8% | +0.9% | -2.7% | -2.5% |
| 6M | -10.6% | -11.8% | +1.2% | -8.4% |
| YTD | +4.4% | -19.4% | +23.8% | +9.4% |
| 1Y | +30.4% | -30.4% | +60.8% | +41.5% |
| 3Y | +60.1% | -40.2% | +100.2% | +78.3% |
| 5Y | +46.8% | -39.5% | +86.3% | +61.2% |
| 10Y | +79.2% | -47.4% | +126.6% | +96.3% |
| All | +1,705.8% | +325.7% | +1,380.1% | +822.8% |
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