+101.8%
GSK vs ALM
+2,040.7%
-1,938.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.2% | +6.6% | -0.5% |
| 7D | +5.2% | -6.3% | +11.5% | +5.3% |
| 30D | +10.2% | -31.4% | +41.6% | +10.7% |
| 3M | -0.9% | -40.6% | +39.7% | -0.3% |
| 6M | +3.5% | -58.6% | +62.1% | +4.5% |
| YTD | +7.2% | -7.6% | +14.8% | +7.0% |
| 1Y | +12.0% | +13.8% | -1.8% | +11.4% |
| 3Y | +67.3% | +842.1% | -774.8% | +61.1% |
| 5Y | +45.3% | +407.4% | -362.1% | +40.2% |
| 10Y | +101.8% | +2,079.4% | -1,977.6% | +91.8% |
| All | +101.8% | +2,040.7% | -1,938.9% | +91.8% |
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