+28.2%
BABA vs GSK
+88.7%
-60.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.9% |
| 7D | -4.8% | -1.8% | -2.9% | -4.2% |
| 30D | -11.9% | -2.2% | -9.7% | -11.3% |
| 3M | -9.3% | -1.8% | -7.5% | -9.2% |
| 6M | -14.2% | -10.6% | -3.6% | -11.6% |
| YTD | -22.0% | +4.4% | -26.5% | -24.1% |
| 1Y | -12.7% | +30.4% | -43.1% | -22.0% |
| 3Y | +26.7% | +60.1% | -33.4% | +2.0% |
| 5Y | -29.3% | +46.8% | -76.1% | -41.8% |
| 10Y | +21.2% | +79.2% | -58.0% | -10.8% |
| All | +28.2% | +88.7% | -60.5% | -12.4% |
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