+33.0%
ALB vs GSK
+102.9%
-69.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -4.0% |
| 7D | +5.3% | +5.2% | +0.1% | +3.4% |
| 30D | -6.3% | +10.2% | -16.4% | -9.6% |
| 3M | -27.4% | -0.9% | -26.5% | -27.4% |
| 6M | -53.1% | +3.5% | -56.6% | -54.0% |
| YTD | -32.3% | +7.2% | -39.5% | -35.0% |
| 1Y | -7.3% | +12.0% | -19.3% | -12.5% |
| 3Y | -14.9% | +67.3% | -82.3% | -34.2% |
| 5Y | -62.0% | +45.3% | -107.3% | -69.4% |
| 10Y | +33.0% | +101.8% | -68.8% | -7.8% |
| All | +33.0% | +102.9% | -69.9% | -7.8% |
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 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