+13.1%
GSK vs ABCL
+138.2%
-125.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.8% | +4.2% | +5.0% |
| 7D | +4.9% | -10.0% | +14.9% | +5.1% |
| 30D | +9.9% | -10.9% | +20.8% | +10.1% |
| 3M | +0.2% | +101.6% | -101.5% | -1.6% |
| 6M | +2.3% | +167.5% | -165.2% | -0.3% |
| YTD | +7.1% | +259.1% | -252.0% | +2.7% |
| 1Y | +13.1% | +152.2% | -139.0% | +12.6% |
| All | +13.1% | +138.2% | -125.1% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling