+68.1%
GSK vs ALM
+907.8%
-839.7%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.1% | -5.7% | +2.2% |
| 7D | +4.9% | +0.7% | +4.2% | +4.9% |
| 30D | +10.8% | -26.1% | +36.9% | +11.4% |
| 3M | -1.8% | -38.1% | +36.3% | -1.1% |
| 6M | +4.1% | -55.4% | +59.5% | +5.5% |
| YTD | +7.9% | -0.4% | +8.3% | +7.5% |
| 1Y | +14.4% | +25.4% | -10.9% | +13.5% |
| 3Y | +68.1% | +907.8% | -839.7% | +61.8% |
| All | +68.1% | +907.8% | -839.7% | +61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling