+76.8%
GSK vs ALK
-38.6%
+115.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.1% | +0.4% | -2.4% |
| 7D | -4.2% | +0.1% | -4.3% | -4.2% |
| 30D | -7.5% | -18.5% | +10.9% | -5.5% |
| 3M | -3.3% | -3.6% | +0.3% | -3.3% |
| 6M | -9.3% | -3.7% | -5.6% | -9.6% |
| YTD | +1.6% | -19.0% | +20.6% | +2.9% |
| 1Y | +25.5% | -36.0% | +61.5% | +30.0% |
| 3Y | +49.3% | +2.3% | +46.9% | +42.2% |
| 5Y | +46.7% | -27.8% | +74.4% | +44.0% |
| 10Y | +76.8% | -39.0% | +115.8% | +60.3% |
| All | +76.8% | -38.6% | +115.4% | +60.3% |
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