+71.3%
GSK vs ABCL
-80.5%
+151.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.7% | -6.9% | -0.3% |
| 7D | +1.7% | -3.2% | +4.8% | +1.7% |
| 30D | +7.0% | -7.4% | +14.4% | +7.2% |
| 3M | -2.7% | +81.9% | -84.6% | -4.6% |
| 6M | +1.4% | +135.7% | -134.3% | -1.6% |
| YTD | +5.3% | +247.4% | -242.0% | +0.9% |
| 1Y | +10.6% | +162.3% | -151.6% | +6.7% |
| 3Y | +62.6% | +165.5% | -102.9% | +55.1% |
| 5Y | +41.7% | -21.3% | +63.0% | +35.9% |
| All | +71.3% | -80.5% | +151.8% | +66.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling