+188.2%
GSK vs CRL
+1,379.5%
-1,191.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.3% | -1.7% |
| 7D | -1.8% | -1.0% | -0.8% | -1.7% |
| 30D | -2.2% | +10.7% | -12.8% | -3.9% |
| 3M | -1.8% | +55.3% | -57.1% | -9.1% |
| 6M | -10.6% | +60.7% | -71.3% | -18.2% |
| YTD | +4.4% | +44.6% | -40.2% | -3.2% |
| 1Y | +30.4% | +77.7% | -47.3% | +16.3% |
| 3Y | +60.1% | +37.6% | +22.4% | +44.2% |
| 5Y | +46.8% | -35.8% | +82.6% | +48.0% |
| 10Y | +79.2% | +241.7% | -162.5% | +29.1% |
| All | +188.2% | +1,379.5% | -1,191.3% | +65.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling