+15.7%
BABA vs GSK
+102.9%
-87.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.4% |
| 7D | +2.4% | +5.2% | -2.8% | +0.8% |
| 30D | -7.8% | +10.2% | -17.9% | -10.5% |
| 3M | -22.4% | -0.9% | -21.5% | -22.4% |
| 6M | -26.0% | +3.5% | -29.5% | -27.3% |
| YTD | -29.3% | +7.2% | -36.5% | -31.7% |
| 1Y | -37.5% | +12.0% | -49.5% | -40.6% |
| 3Y | +31.9% | +67.3% | -35.4% | +6.1% |
| 5Y | -33.4% | +45.3% | -78.7% | -44.2% |
| 10Y | +15.7% | +101.8% | -86.1% | -17.2% |
| All | +15.7% | +102.9% | -87.2% | -17.2% |
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