+12.0%
GSK vs CRL
+106.9%
-94.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.5% |
| 7D | +5.2% | -1.7% | +6.9% | +5.2% |
| 30D | +10.2% | +14.6% | -4.4% | +8.7% |
| 3M | -0.9% | +24.8% | -25.7% | -2.9% |
| 6M | +3.5% | +94.7% | -91.2% | -2.1% |
| YTD | +7.2% | +73.4% | -66.1% | +0.2% |
| 1Y | +12.0% | +104.7% | -92.6% | -1.4% |
| All | +12.0% | +106.9% | -94.9% | -1.4% |
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