+68.1%
GSK vs CRL
+99.4%
-31.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.7% | -2.3% | +2.0% |
| 7D | +4.9% | +4.4% | +0.5% | +4.4% |
| 30D | +10.8% | +17.1% | -6.2% | +8.8% |
| 3M | -1.8% | +32.1% | -33.9% | -4.8% |
| 6M | +4.1% | +98.9% | -94.8% | -3.5% |
| YTD | +7.9% | +77.1% | -69.3% | +0.8% |
| 1Y | +14.4% | +110.3% | -95.8% | +4.8% |
| 3Y | +68.1% | +108.5% | -40.4% | +56.4% |
| All | +68.1% | +99.4% | -31.3% | +56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling