+64.3%
GSK vs ALK
+20.7%
+43.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.2% |
| 7D | -1.1% | +2.6% | -3.7% | -1.2% |
| 30D | +7.8% | +7.8% | 0.0% | +7.3% |
| 3M | +0.3% | -15.2% | +15.5% | +0.9% |
| 6M | +3.4% | +5.0% | -1.6% | +2.9% |
| YTD | +5.9% | -18.4% | +24.3% | +5.8% |
| 1Y | +8.2% | -2.4% | +10.6% | +7.9% |
| All | +64.3% | +20.7% | +43.6% | +61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling