+46.7%
GSK vs CRL
-37.4%
+84.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.7% | 0.0% | -2.4% |
| 7D | -4.2% | -0.6% | -3.6% | -4.1% |
| 30D | -7.5% | +5.0% | -12.5% | -8.0% |
| 3M | -3.3% | +50.6% | -53.9% | -7.6% |
| 6M | -9.3% | +60.9% | -70.3% | -14.3% |
| YTD | +1.6% | +40.7% | -39.1% | -2.8% |
| 1Y | +25.5% | +73.3% | -47.8% | +16.8% |
| 3Y | +49.3% | +40.6% | +8.7% | +39.4% |
| 5Y | +46.7% | -37.0% | +83.6% | +38.5% |
| All | +46.7% | -37.4% | +84.1% | +38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling