+1,721.8%
GSK vs ALK
+770.6%
+951.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | +1.7% | +9.0% | -7.4% | +0.5% |
| 30D | +7.0% | -1.6% | +8.7% | +7.1% |
| 3M | -2.7% | -23.2% | +20.5% | +0.5% |
| 6M | +1.4% | -3.9% | +5.3% | +1.1% |
| YTD | +5.3% | -22.6% | +27.9% | +7.4% |
| 1Y | +10.6% | -5.3% | +16.0% | +9.7% |
| 3Y | +62.6% | +18.6% | +44.0% | +51.2% |
| 5Y | +41.7% | -34.4% | +76.1% | +40.8% |
| 10Y | +104.7% | -40.8% | +145.5% | +93.8% |
| All | +1,721.8% | +770.6% | +951.2% | +803.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling