+13.1%
GSK vs ALK
-1.1%
+14.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +8.8% | -3.7% | +3.9% |
| 7D | +4.9% | +12.4% | -7.5% | +3.4% |
| 30D | +9.9% | +2.1% | +7.8% | +9.4% |
| 3M | +0.2% | -23.9% | +24.0% | +3.3% |
| 6M | +2.3% | +8.2% | -5.9% | -0.1% |
| YTD | +7.1% | -20.5% | +27.5% | +7.7% |
| 1Y | +13.1% | -1.0% | +14.2% | +12.4% |
| All | +13.1% | -1.1% | +14.2% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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