+12.0%
GSK vs ALLE
+14.8%
-2.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | +5.2% | +0.1% | +5.1% | +5.2% |
| 30D | +10.2% | +25.9% | -15.8% | +5.8% |
| 3M | -0.9% | +14.9% | -15.8% | -3.3% |
| 6M | +3.5% | +42.1% | -38.6% | -3.1% |
| YTD | +7.2% | +20.4% | -13.2% | 0.0% |
| 1Y | +12.0% | +14.9% | -2.9% | +6.7% |
| All | +12.0% | +14.8% | -2.8% | +6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling