+2,251.6%
ALB vs GSK
+989.8%
+1,261.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -1.0% |
| 7D | +9.5% | +4.9% | +4.5% | +7.5% |
| 30D | -2.1% | +10.8% | -13.0% | -6.1% |
| 3M | -24.1% | -1.8% | -22.3% | -23.9% |
| 6M | -51.0% | +4.1% | -55.1% | -52.2% |
| YTD | -29.3% | +7.9% | -37.2% | -32.3% |
| 1Y | +3.2% | +14.4% | -11.3% | -3.5% |
| 3Y | -9.3% | +68.1% | -77.4% | -28.9% |
| 5Y | -61.6% | +47.7% | -109.3% | -69.0% |
| 10Y | +40.8% | +100.5% | -59.7% | -0.3% |
| All | +2,251.6% | +989.8% | +1,261.7% | +1,129.5% |
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