+82.5%
GSK vs CRBG
+117.3%
-34.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.1% |
| 7D | -3.5% | +0.6% | -4.1% | -3.6% |
| 30D | -3.4% | +2.6% | -6.1% | -3.7% |
| 3M | -8.1% | +24.0% | -32.1% | -9.7% |
| 6M | -11.1% | +50.5% | -61.6% | -13.9% |
| YTD | +0.7% | +17.1% | -16.4% | -0.8% |
| 1Y | +20.1% | +5.9% | +14.3% | +19.0% |
| 3Y | +46.1% | +122.7% | -76.6% | +31.7% |
| All | +82.5% | +117.3% | -34.8% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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