-29.5%
ALB vs GSK
+62.2%
-91.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.9% | -2.5% | -4.1% |
| 7D | -8.1% | -1.8% | -6.2% | -7.7% |
| 30D | +6.3% | -2.2% | +8.4% | +6.7% |
| 3M | -23.6% | -1.8% | -21.8% | -23.5% |
| 6M | -24.6% | -10.6% | -14.0% | -23.1% |
| YTD | -10.3% | +4.4% | -14.7% | -11.8% |
| 1Y | +61.5% | +30.4% | +31.0% | +48.8% |
| All | -29.5% | +62.2% | -91.8% | -37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling