+100.5%
GSK vs ALK
-37.5%
+137.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.1% | -4.7% | +1.6% |
| 7D | +4.9% | +8.9% | -4.0% | +3.9% |
| 30D | +10.8% | +5.9% | +4.9% | +10.0% |
| 3M | -1.8% | -16.5% | +14.7% | -0.1% |
| 6M | +4.1% | +2.1% | +2.0% | +3.1% |
| YTD | +7.9% | -17.1% | +25.0% | +8.7% |
| 1Y | +14.4% | -2.9% | +17.3% | +13.3% |
| 3Y | +68.1% | +24.5% | +43.6% | +55.9% |
| 5Y | +47.7% | -29.1% | +76.8% | +45.5% |
| 10Y | +100.5% | -39.1% | +139.6% | +90.5% |
| All | +100.5% | -37.5% | +137.9% | +90.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling