+87.3%
ALB vs GSK
+80.2%
+7.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.9% |
| 7D | -8.6% | -3.6% | -5.0% | -7.4% |
| 30D | -4.0% | -5.9% | +1.9% | -2.0% |
| 3M | -17.4% | -4.3% | -13.1% | -16.5% |
| 6M | -25.4% | -10.8% | -14.6% | -22.8% |
| YTD | -10.5% | +1.8% | -12.3% | -12.2% |
| 1Y | +75.8% | +23.5% | +52.4% | +58.5% |
| 3Y | -28.5% | +49.5% | -78.1% | -41.9% |
| 5Y | -45.1% | +49.7% | -94.8% | -56.9% |
| 10Y | +87.3% | +81.9% | +5.4% | +38.7% |
| All | +87.3% | +80.2% | +7.1% | +38.7% |
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