+46.1%
GSK vs CRBG
+122.1%
-76.0%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -3.6% |
| 3M | -8.1% | +24.0% | -32.1% | -9.2% |
| 6M | -11.1% | +50.5% | -61.6% | -13.0% |
| YTD | +0.7% | +17.1% | -16.4% | -0.5% |
| 1Y | +20.1% | +5.9% | +14.3% | +19.1% |
| 3Y | +46.1% | +122.7% | -76.6% | +37.7% |
| All | +46.1% | +122.1% | -76.0% | +37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling