+365.7%
ALAB vs GSK
+27.3%
+338.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.7% | -4.2% | -7.6% |
| 7D | +3.2% | -4.2% | +7.4% | +2.1% |
| 30D | -13.6% | -7.5% | -6.0% | -15.0% |
| 3M | -16.6% | -3.3% | -13.3% | -17.0% |
| 6M | +142.3% | -9.3% | +151.7% | +139.3% |
| YTD | +73.6% | +1.6% | +72.0% | +74.7% |
| 1Y | +33.7% | +25.5% | +8.2% | +36.5% |
| All | +365.7% | +27.3% | +338.4% | +444.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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