+30.4%
GSK vs CRL
+78.8%
-48.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.3% | -1.8% |
| 7D | -1.8% | -1.0% | -0.8% | -1.7% |
| 30D | -2.2% | +10.7% | -12.8% | -3.1% |
| 3M | -1.8% | +55.3% | -57.1% | -5.8% |
| 6M | -10.6% | +60.7% | -71.3% | -14.8% |
| YTD | +4.4% | +44.6% | -40.2% | +0.2% |
| 1Y | +30.4% | +77.7% | -47.3% | +15.7% |
| All | +30.4% | +78.8% | -48.4% | +15.7% |
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