-35.3%
BABA vs GSK
+42.5%
-77.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | +0.1% | -0.9% |
| 7D | -3.6% | -1.1% | -2.5% | -3.4% |
| 30D | -8.4% | +7.8% | -16.2% | -10.0% |
| 3M | -20.6% | +0.3% | -20.9% | -20.8% |
| 6M | -25.4% | +3.4% | -28.8% | -26.5% |
| YTD | -30.1% | +5.9% | -36.0% | -31.9% |
| 1Y | -36.3% | +8.2% | -44.5% | -38.4% |
| 3Y | +30.4% | +65.3% | -34.9% | +6.6% |
| All | -35.3% | +42.5% | -77.8% | -48.5% |
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 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