+81.9%
GSK vs ALM
+3,082.3%
-3,000.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +0.2% |
| 7D | -3.6% | +3.6% | -7.2% | -3.7% |
| 30D | -5.9% | +33.8% | -39.7% | -6.4% |
| 3M | -4.3% | +14.8% | -19.0% | -4.6% |
| 6M | -10.8% | -7.0% | -3.8% | -11.0% |
| YTD | +1.8% | +108.1% | -106.3% | +0.4% |
| 1Y | +23.5% | +313.8% | -290.3% | +20.4% |
| 3Y | +49.5% | +2,227.6% | -2,178.1% | +41.4% |
| 5Y | +49.7% | +956.6% | -907.0% | +42.4% |
| 10Y | +81.9% | +3,082.3% | -3,000.4% | +70.8% |
| All | +81.9% | +3,082.3% | -3,000.4% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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