-28.3%
BABA vs GSK
+43.2%
-71.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.3% |
| 7D | +11.6% | +1.7% | +10.0% | +11.2% |
| 30D | +2.3% | +7.0% | -4.7% | +0.6% |
| 3M | -13.7% | -2.7% | -11.0% | -13.3% |
| 6M | -21.9% | +1.4% | -23.3% | -22.7% |
| YTD | -24.6% | +5.3% | -30.0% | -26.5% |
| 1Y | -34.1% | +10.6% | -44.7% | -36.7% |
| 3Y | +36.3% | +62.6% | -26.3% | +12.0% |
| All | -28.3% | +43.2% | -71.5% | -44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling