+75.8%
ALB vs GSK
+24.6%
+51.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.8% |
| 7D | -8.6% | -3.6% | -5.0% | -8.6% |
| 30D | -4.0% | -5.9% | +1.9% | -4.0% |
| 3M | -17.4% | -4.3% | -13.1% | -17.3% |
| 6M | -25.4% | -10.8% | -14.6% | -25.6% |
| YTD | -10.5% | +1.8% | -12.3% | -7.9% |
| 1Y | +75.8% | +23.5% | +52.4% | +98.9% |
| All | +75.8% | +24.6% | +51.3% | +98.9% |
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