+23.9%
BABA vs GSK
+90.3%
-66.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.3% |
| 7D | +11.6% | +1.7% | +10.0% | +11.1% |
| 30D | +2.3% | +7.0% | -4.7% | 0.0% |
| 3M | -13.7% | -2.7% | -11.0% | -13.2% |
| 6M | -21.9% | +1.4% | -23.3% | -22.9% |
| YTD | -24.6% | +5.3% | -30.0% | -27.0% |
| 1Y | -34.1% | +10.6% | -44.7% | -37.4% |
| 3Y | +36.3% | +62.6% | -26.3% | +9.2% |
| 5Y | -26.7% | +41.7% | -68.4% | -38.8% |
| 10Y | +19.2% | +104.7% | -85.5% | -17.9% |
| All | +23.9% | +90.3% | -66.5% | -15.8% |
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 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