+49.2%
GSK vs ALC
-16.0%
+65.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.3% |
| 7D | -1.8% | -2.1% | +0.3% | -1.3% |
| 30D | -2.2% | -0.1% | -2.1% | -2.2% |
| 3M | -1.8% | +5.9% | -7.7% | -3.5% |
| 6M | -10.6% | -15.9% | +5.3% | -6.8% |
| YTD | +4.4% | -10.1% | +14.5% | +6.9% |
| 1Y | +30.4% | -10.2% | +40.6% | +33.4% |
| 3Y | +60.1% | -13.6% | +73.6% | +64.2% |
| All | +49.2% | -16.0% | +65.2% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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