+13.1%
GSK vs CRL
+85.3%
-72.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -7.3% | +12.3% | +5.3% |
| 7D | +4.9% | -12.8% | +17.7% | +5.6% |
| 30D | +9.9% | +5.0% | +4.9% | +9.0% |
| 3M | +0.2% | +39.4% | -39.2% | -3.1% |
| 6M | +2.3% | +89.4% | -87.0% | -3.3% |
| YTD | +7.1% | +63.6% | -56.5% | +0.8% |
| 1Y | +13.1% | +83.5% | -70.3% | +3.0% |
| All | +13.1% | +85.3% | -72.2% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling