+2,885.9%
ALB vs GSK
+955.0%
+1,930.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.9% | -2.5% | -3.7% |
| 7D | -8.1% | -1.8% | -6.2% | -7.4% |
| 30D | +6.3% | -2.2% | +8.4% | +7.1% |
| 3M | -23.6% | -1.8% | -21.8% | -23.4% |
| 6M | -24.6% | -10.6% | -14.0% | -21.9% |
| YTD | -10.3% | +4.4% | -14.7% | -12.7% |
| 1Y | +61.5% | +30.4% | +31.0% | +42.6% |
| 3Y | -34.0% | +60.1% | -94.0% | -47.2% |
| 5Y | -44.6% | +46.8% | -91.4% | -55.1% |
| 10Y | +76.1% | +79.2% | -3.1% | +30.5% |
| All | +2,885.9% | +955.0% | +1,930.9% | +1,485.0% |
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