+64.3%
GSK vs ALLE
+93.1%
-28.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.1% | -1.4% |
| 7D | -1.1% | -0.8% | -0.2% | -0.9% |
| 30D | +7.8% | +27.4% | -19.5% | +2.7% |
| 3M | +0.3% | +13.8% | -13.5% | -2.4% |
| 6M | +3.4% | +45.5% | -42.1% | -4.5% |
| YTD | +5.9% | +21.4% | -15.5% | +0.9% |
| 1Y | +8.2% | +15.4% | -7.1% | +4.3% |
| All | +64.3% | +93.1% | -28.8% | +45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling