+1,705.8%
GSK vs ALK
+839.9%
+866.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.5% | -2.1% |
| 7D | -1.8% | -0.7% | -1.2% | -1.8% |
| 30D | -2.2% | -19.2% | +17.1% | +0.5% |
| 3M | -1.8% | -1.5% | -0.3% | -2.1% |
| 6M | -10.6% | -13.1% | +2.4% | -9.8% |
| YTD | +4.4% | -16.4% | +20.8% | +5.6% |
| 1Y | +30.4% | -33.1% | +63.5% | +35.3% |
| 3Y | +60.1% | +0.6% | +59.4% | +52.6% |
| 5Y | +46.8% | -26.4% | +73.2% | +43.7% |
| 10Y | +79.2% | -34.2% | +113.4% | +67.5% |
| All | +1,705.8% | +839.9% | +866.0% | +788.1% |
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