+76.8%
GSK vs ALLE
+148.2%
-71.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.5% |
| 7D | -4.2% | +2.8% | -7.0% | -4.9% |
| 30D | -7.5% | -7.6% | +0.1% | -5.7% |
| 3M | -3.3% | +22.8% | -26.1% | -8.6% |
| 6M | -9.3% | +4.6% | -13.9% | -10.8% |
| YTD | +1.6% | -1.2% | +2.8% | +1.1% |
| 1Y | +25.5% | -9.1% | +34.6% | +27.5% |
| 3Y | +49.3% | +50.0% | -0.7% | +31.1% |
| 5Y | +46.7% | +15.2% | +31.4% | +36.3% |
| 10Y | +76.8% | +151.1% | -74.3% | +33.9% |
| All | +76.8% | +148.2% | -71.4% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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