+105.2%
GSK vs CRL
+350.3%
-245.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +0.7% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | +6.3% | +11.9% | -5.6% | +3.9% |
| 3M | +1.8% | +20.2% | -18.3% | -1.8% |
| 6M | +1.7% | +107.5% | -105.9% | -10.9% |
| YTD | +6.5% | +69.4% | -62.9% | -4.1% |
| 1Y | +9.5% | +99.7% | -90.2% | -4.4% |
| 3Y | +65.3% | +98.8% | -33.5% | +38.7% |
| 5Y | +43.7% | -12.4% | +56.2% | +41.0% |
| All | +105.2% | +350.3% | -245.0% | +29.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling