+400.4%
ALAB vs GSK
+30.8%
+369.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.9% | +11.7% | +9.3% |
| 7D | +7.2% | -1.8% | +9.1% | +6.8% |
| 30D | -2.5% | -2.2% | -0.3% | -2.9% |
| 3M | -13.3% | -1.8% | -11.5% | -13.3% |
| 6M | +172.8% | -10.6% | +183.4% | +169.8% |
| YTD | +86.6% | +4.4% | +82.2% | +89.0% |
| 1Y | +65.2% | +30.4% | +34.7% | +69.9% |
| All | +400.4% | +30.8% | +369.6% | +488.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling