+47.7%
GSK vs ALC
-10.7%
+58.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.3% |
| 7D | +4.9% | +2.1% | +2.9% | +4.3% |
| 30D | +10.8% | +17.2% | -6.4% | +5.9% |
| 3M | -1.8% | +4.6% | -6.4% | -3.2% |
| 6M | +4.1% | +20.1% | -16.0% | -1.4% |
| YTD | +7.9% | -4.2% | +12.1% | +8.4% |
| 1Y | +14.4% | +2.1% | +12.4% | +13.0% |
| 3Y | +68.1% | +4.5% | +63.6% | +64.1% |
| 5Y | +47.7% | -12.3% | +60.0% | +46.1% |
| All | +47.7% | -10.7% | +58.4% | +46.1% |
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