+53.5%
ALAB vs GSK
+9.8%
+43.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.3% |
| 7D | +16.3% | +1.1% | +15.2% | +16.9% |
| 30D | -26.1% | +6.3% | -32.5% | -23.1% |
| 3M | -31.3% | +1.8% | -33.1% | -29.5% |
| 6M | -1.0% | +1.7% | -2.7% | +1.9% |
| YTD | +33.3% | +6.5% | +26.8% | +48.3% |
| 1Y | +53.5% | +9.5% | +44.1% | +72.2% |
| All | +53.5% | +9.8% | +43.8% | +72.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling